During the 2002–03 Scottish Cup, Dundee went on to qualify for the final of the competition, where they were defeated 1–0 against Rangers on 31 May 2003 as Caballero played a full 90-minutes of the match.
•
After a brief return to Paraguay with Sol de América, Caballero signed with Scottish Premier League club Dundee F.C. from 2000 to 2005, with whom he played for in the 2001 UEFA Intertoto Cup and finished as runners-up in the 2002–03 Scottish Cup, after a 1–0 loss against Rangers F.C. in the final on 31 May 2003.
2003 | World Cup | FIFA World Cup | 2010 FIFA World Cup | FA Cup | 2003 in music | 1978 FIFA World Cup | Scottish people | 2006 FIFA World Cup | Davis Cup | Stanley Cup | Final Fantasy | Rugby World Cup | Scottish Gaelic | final | Cricket World Cup | 2003 invasion of Iraq | 1986 FIFA World Cup | 1982 FIFA World Cup | Sprint Cup Series | 2007 Cricket World Cup | London, Midland and Scottish Railway | Scottish Premier League | 2011 Rugby World Cup | Scottish Parliament | 2002 FIFA World Cup | 2003 ATP Tour | League Cup | Scottish Cup | Scottish Borders |