In the winter market of 2025, Álex Baena faced a crucial decision after a lengthy discussion with his psychologist, ultimately opting to turn down a lucrative contract with Al Ahli in Saudi Arabia worth 18 million euros per year. Despite the financial allure of such an offer, Baena's heart led him to stay in Spain with Villarreal, the club he had been with since he was 11 years old. This decision highlights the personal values he holds over financial gain, as he prioritized family and familiarity in his career choices.

Shortly after deciding to remain at Villarreal, Atlético Madrid expressed interest in signing him, providing him with a new opportunity to advance his career at one of Europe's top clubs. During his introductory press conference at Atlético, Baena emphasized his desire to stay in Spain and play for a coach and a club that he respects and admires. This move demonstrates his ambition to grow and succeed in a competitive environment, further solidifying his commitment to his career.

The transfer to Atlético Madrid involved a significant financial outlay of over 55 million euros, reflecting Baena's impressive performance as the top assist provider in European football for the 2023/24 season. His transition from Villarreal to Atlético not only encapsulates his evolution from a star player to a pivotal figure in a top-tier team but also presents implications for both clubs’ strategic planning and competitiveness in domestic and European competitions.