Aurélio joined Spanish club Valencia after the 2000 Olympics on a six-year contract. The 2001–02 season would see his first major trophy win, when he helped Rafael Benítez's team to their first La Liga championship in 31 years. The next year, Aurélio established himself as one of the league's best left-backs after scoring eight league goals (ten in all competitions). The 2003–04 season was another big year for Valencia, winning both the domestic La Liga championship as well as the 2003–04 UEFA Cup, defeating Marseille 2–0 in the latter competition's final. Aurélio, however, missed most of the season with a broken leg, managing only two games.