On 25 October 2015, Valencia suffered a foot injury in a 0–0 draw with Manchester City, which required surgery and ruled him out for at least four months. He made his return on 17 March 2016 in the Europa League Round of 16 second leg against Liverpool, ending in a 1–1 draw. Valencia played the full 120 minutes at right-back in the 2016 FA Cup Final against Crystal Palace on 21 May 2016, in which United won 2–1 after extra-time.