On 24 September 2000, Ayala made his debut for Valencia in a 3–0 La Liga win over Numancia. He soon established himself as a first choice central defender for "Los Che" and started alongside compatriot Mauricio Pellegrino in the 2001 UEFA Champions League final, where Valencia lost 5–4 to Bayern Munich after a penalty shootout. He was later named best defender for the 2000–01 tournament.