| 2026-09-02 | Rayane Belid | Atletico Madrid → Rayo Vallecano | Transfer |
| 2026-09-01 | Miguel Ángel Morro | Rayo Vallecano → Morro Miguel | Free agent |
| 2026-09-01 | Rayane Belid | Atletico Madrid → Rayo Vallecano | Transfer |
| 2026-08-31 | E. Eto'o | Rayo Vallecano → Racing Ferrol | Loan |
| 2026-08-31 | Mujaid Sadick | Genk → Rayo Vallecano | Loan |
| 2026-08-31 | E. Audero | Como → Rayo Vallecano | Loan |
| 2026-08-26 | G. Bouare | Real Betis → Rayo Vallecano | Transfer |
| 2026-08-26 | Adrià Pedrosa | Sevilla → Rayo Vallecano | Loan |
| 2026-08-25 | G. Bouare | Real Betis → Rayo Vallecano | Transfer |
| 2026-08-17 | A. Mumin | Rayo Vallecano → Girona | Free agent |
| 2026-08-12 | G. Tsitaishvili | Dynamo Kyiv → Rayo Vallecano | Free agent |
| 2026-08-11 | Pep Chavarría | Rayo Vallecano → Chelsea | Transfer |
| 2026-08-11 | N. Mendy | Rayo Vallecano → Hull City | Transfer |
| 2026-08-10 | Pep Chavarría | Rayo Vallecano → Chelsea | Transfer |
| 2026-08-10 | N. Mendy | Rayo Vallecano → Hull City | Transfer |
| 2026-08-06 | M. Kumbulla | AS Roma → Rayo Vallecano | Loan |
| 2026-07-01 | A. Espino | Rayo Vallecano → Racing Club | Free agent |
| 2026-06-30 | N. Mendy | Real Betis → Rayo Vallecano | Transfer |
| 2026-06-30 | J. Vertrouwd | Castellon → Rayo Vallecano | Transfer |
| 2026-06-30 | J. Vertrouwd | Castellón → Rayo Vallecano | Transfer |
| 2026-06-30 | Unai Sabroso Lorenzo | Rayo Vallecano → Cordoba | Free agent |
| 2026-06-29 | Raúl de Tomás | Al Wakra → Rayo Vallecano | Return from loan |
| 2026-06-29 | Raúl de Tomás | Al Wakrah → Rayo Vallecano | Return from loan |
| 2026-06-29 | Miguel Ángel Morro | Rayo Vallecano → Morro Miguel | Free agent |
| 2026-06-29 | Miguel Ángel Morro | Leixoes → Rayo Vallecano | Return from loan |
| 2026-06-29 | Ó. Trejo | Rayo Vallecano → Trejo Oscar | End of career |
| 2026-06-29 | Gumbau | Rayo Vallecano → Granada CF | Return from loan |
| 2026-06-29 | Pelayo Fernández | Cadiz CF → Rayo Vallecano | Return from loan |
| 2026-06-29 | Pelayo Fernández | Cadiz → Rayo Vallecano | Return from loan |
| 2026-06-29 | A. Mumin | Rayo Vallecano → Mumin Abdul | Free agent |
| 2026-06-29 | A. Mumin | Rayo Vallecano → Girona | Free agent |
| 2026-06-29 | A. Espino | Rayo Vallecano → Pacha | Free agent |
| 2026-06-29 | A. Espino | Rayo Vallecano → Racing Club | Free agent |
| 2026-06-29 | N. Mendy | Rayo Vallecano → Real Betis | Return from loan |
| 2026-06-29 | N. Mendy | Real Betis → Rayo Vallecano | Transfer |
| 2026-06-29 | Luiz Felipe | Rayo Vallecano → Luiz Felipe | Free agent |
| 2026-06-29 | J. Vertrouwd | Rayo Vallecano → Castellon | Return from loan |
| 2026-06-29 | J. Vertrouwd | Rayo Vallecano → Castellón | Return from loan |
| 2026-06-29 | E. Eto'o | Villarreal → Rayo Vallecano | Return from loan |
| 2026-06-29 | Carlos Martín | Rayo Vallecano → Atletico Madrid | Return from loan |
| 2026-06-29 | G. Tsitaishvili | Dynamo Kyiv → Rayo Vallecano | Free agent |
| 2026-06-29 | Unai Sabroso Lorenzo | Rayo Vallecano → Cordoba | Free agent |
| 2026-06-29 | Ilias Akhomach | Rayo Vallecano → Villarreal | Return from loan |
| 2026-01-20 | Ilias Akhomach | Villarreal → Rayo Vallecano | Loan |
| 2026-01-15 | E. Eto'o | Rayo Vallecano → Villarreal | Loan |
| 2026-01-14 | E. Eto'o | Mirandes → Rayo Vallecano | Return from loan |
| 2026-01-01 | Carlos Martín | Atletico Madrid → Rayo Vallecano | Loan |