In 2003 he was to be transferred to Real Madrid, but the Spanish team rejected the player after some medical results that, so the club said, showed a not-fully-recovered knee injury. Too many thought it was a political move against Madrid's football director Jorge Valdano, who wanted the player in the team. It was also suggested that he was rejected because he wasn't an internationally very famous player, therefore not complying with the galactico team which Real Madrid presented at the time. Milito decided to stay in Spain, and signed for Zaragoza.