Vallejo joined Real Madrid last summer before being loaned to Zaragoza.
"At the start it was quite hard to believe it was true, because I hadn't heard any rumours, but bit by bit it started to sink in. I just felt an enormous feeling of happiness, It was a moment to celebrate," said the defender.
"Yes, when I signed I was able to talk to him and he told me to focus solely on my club and we will talk again after the season.
"I see it as my objective for next season. It will always be there but I don't see why I shouldn't try to be with them next season – while understanding the challenge I am setting myself. I won't gain anything by sitting on my laurels, the first thing I have to do is help Zaragoza gain promotion back to the Liga BBVA."