Vallejo signed on a season long deal with Nuno Santo's side, after being told his was surplus to requirements at Real Madrid this summer, following the signing of Eder Militao from Porto.
However the Spanish U21 international has confirmed he was happy to leave, and is enjoying life in the Premier League, in an exclusive interview with Diario AS.
"I had offers this summer, both loans and permanent moves.But I wanted to make this move and experience this club and the Premier League.I spoke with Jonny Castro and Adama Traore (both ex La Liga) before I came. I also spoke with Real Madrid, and the club encouraged me to come to Wolves, as I would continue to develop as a player.Wolves played a role in the move, and I was excited by the project".