Caballero did so well in his first few months he was picked out from the team for special looking after to make sure he couldn't play well this went wrong in the Derby in Which Dundee won 3-0 with a Sara Hat Trick when he was on the End of a Jason De Vos and a young player McDonalds tackle which put him out for quite a while.

When he came back from injury he scored as Dundee clinched the top 6 finish but his start performance of the season had to be against the League Champions at Parkhead when he scored 2-0 to give Dundee a 2-0 Victory the only team to beat Celtic at Parkhead that Season and Dundee's first victory over Celtic in a long-time.

Caballero made a few first team appearances for Arsenal in the 1998-99 season. but he mostly appeared on the bench.  When Dundee signed Caballero he was top scorer in Paraguay where he had spent most of his career.