After a 1-0 home win, it was Pandiani who scored the only goal in the return, realizing Deportivo's first ever victory at Juventus (0-1). Meanwhile, things went wrong in the competition. The latter leads Japan to its first victory in the Asian Cup of Nations, at home. The English would go on to win both the FA Cup and the FA Premier League that season. The 2002/03 season started with another Supercopa win, this time against Valencia (3-0 and 0-1). Deportivo had strengthened with Jorge Andrade, Albert Luque and 'Toro' Acuña for a total amount of €38 million. In this round it managed to surprise and eliminated the Croatian team (3-0). With this, Sheriff Tiraspol managed to qualify for the UEFA Champions League for the first time in history and it also became the very first team from Moldova in the group stage of the UEFA Champions League. Until November 4, 2000, only one loss was lost (3-0 at Real Madrid). In the remainder of the competition there was the almost traditional victory over Real Madrid (2-0). However, when even chances of UEFA Cup football seemed lost, the official newspaper of Deportivo announced that Irureta would leave at the end of the season.
However, it was taken back a few weeks later after a 2-1 win over Valencia and Deportivo's third ever victory in Nou Camp (2-4). In November, however, things went badly wrong. The Japanese pass the first round thanks to a prestigious victory over Argentina (3-2) before losing to Czechoslovakia (0-4) in the quarterfinals. The following year, a national amateur championship, the Japan Soccer League, was launched and quickly gained popularity. But a 1-2 lead in the fifth game against Juventus was given away in the final phase (3-2), making elimination a fact. The next blow was elimination in the Copa del Rey against tiny Elche. The highlight of the 2001/02 season would turn out to be the Copa del Rey final on March 6, 2002. The highlight of the season came in October 2004 when the team won the league for the first time in 49 years at Real Madrid: 0-1. Although the team survived a run from Liverpool at Anfield Road (0-0), the home defeat (0-1) against the English proved fatal. Due to the third place in the previous season, Deportivo was forced to play qualifying rounds for the Champions League, with a 1-0 win over Rosenborg barely enough after the 0-0 in Norway.
See List of Internazionale players for the main article on this topic. President Lendoiro was clear in his expectations that Deportivo B should become an important source for new players from now on. The summer of 2003 was the calmest on the transfer market for Deportivo since 1991, a testament to the growing economic problems. The team, plagued by injuries and suspensions, climbed to third place in the league at the beginning of January 2003, seven points behind leader Real Sociedad. With all eyes on the competition, the team was once again able to reach third place ahead of Real Madrid. In the league, the team dropped to ninth place. In Europe, the team had four points after two games, but in the league it had to leave the lead to Valencia after a few weeks. The competition started in a minor way with a 2-4 home defeat against Betis Sevilla and a serious injury for Jorge Andrade, but the mood changed completely on September 18, 2002. On that day, Roy Makaay scored a hat-trick (with two assists from Valerón) and Deportivo won 2-3 at Bayern Munich. The only notable purchase for the 2001/02 season was midfielder Sergio González who came from Espanyol.
Deportivo had wanted to sign Murcia midfielder Aciari at the last minute, but failed to do so due to financial problems. Deportivo had a fairly easy route to the final with Marino, Leonesa, a round with L'Hospitalet that was canceled (because of the type of field of the Catalans), Valladolid and Figueres. In the final, however, Real Madrid, which had been enabled by the Spanish Football Association to play the final in its own stadium, waited exactly for the club's hundredth birthday. The only outfield player to be signed was Real Madrid's transfer-free Pedro Munitis. Together with the departure of captains Mauro Silva and Fran, and the arrival of coach Joaquín Caparrós, there was the biggest reconstruction since 1998. Added to this was the sale of Pandiani and Albert Luque (to Newcastle United for €14 million), and this was only offset by the transfer-free Julian de Guzman and Juanma, and the arrival of striker Taborda. As a footballer, Keane played most of his career with Manchester United FC, joining in 1993 after playing for Nottingham Forest FC for 3 seasons. Deportivo eventually needed an own goal from Numancia's Juanpa to achieve a 1-1 on the final day that was enough for eighth place, which entitled Intertoto football.