In September 2012, the 34-year-old Calleja announced his retirement and immediately returned to his former club Villarreal, being appointed manager of the youth sides. On 9 May 2017, he replaced
Paco López at the helm of
the reserves. Calleja was named manager of the first team on 25 September 2017, in place of fired
Fran Escribá. In his
first season he led them to the fifth position, with the subsequent qualification for
the group stage of the
UEFA Europa League. On 20 May 2018, he extended his contract. On 10 December 2018, with the side just three points above the
relegation zone and having managed only one win in the last nine league fixtures, Calleja was dismissed. On 29 January 2019, however, he was reinstated in the post following the sacking of
Luis García. He left in July 2020, after a late run of form won the team a
fifth-place finish and
European qualification. On 5 April 2021, Calleja was appointed coach of last-placed
Alavés on a short-term deal. Having achieved his target of
avoiding relegation, he was rewarded with a two-year contract the following month. He left at the turn of the calendar year with the
Basque club in the relegation zone, having taken one point from the last 15 and been
eliminated from the second round of the
Copa del Rey by third-tier
Linares Deportivo. Calleja was named manager of
Levante on 16 October 2022. He led the team to the
playoff final in his
first season, losing to his previous employers by a 129th-minute penalty. Calleja was relieved of his duties on 19 February 2024, after just three wins in the last 16 matches. On 6 July, he was appointed at
Real Oviedo on a two-year deal, but it was terminated on 25 March 2025. On 6 July 2025, Calleja became head coach of
Saudi Pro League club
Al-Riyadh. Only four months later, in spite of a relatively positive start to
the campaign, he was dismissed. ==Personal life==