A week later, he scored in a 1-1 draw against Manchester United on April 19. He made his first appearance of the 2003-04 season on date five in a 3-2 loss to Wolfsburg on 13 September 2003. A week later, he scored his first goal of the season in a 3-3 draw against Bayer Leverkusen on September 20, 2003. Santa Cruz scored his first goal in the 2003-04 Champions League in a 1-1 draw against Anderlecht on September 30. The striker made his 2007–08 Premier League debut on matchday one of the season in a 2–1 home win against Middlesbrough on 11 August, when he came on for the injured Benni McCarthy in the 60th minute and after just three touches of the ball he scored the equalizer in the 63rd minute. Two weeks later, he scored for Blackburn after 16 minutes in a 1–1 draw against Everton on 25 August. On 12 January 2008, he was named Premier League "player of the month" for December 2007. The Paraguayan scored a 90th-minute goal for Blackburn in their 3–1 loss to Liverpool on 13 April.

On December 6, he scored in a 3-1 loss against Liverpool. During an away game against Portsmouth in December, the front door of Santa Cruz was forced open and his home was raided by three thugs who held his wife, Giselle, at knifepoint to her throat. In the next game, he went on to score in a 1-0 win against Portsmouth and then twice in a 3-1 win against Derby County, five goals in four consecutive games. He celebrated his 26th birthday and his first full match by scoring in a 1–0 first leg win against MYPA in the UEFA Europe League qualifying rounds on 16 August. Santa Cruz made his first Champions League appearance in a 4–0 home win against Spartak Moscow on 12 September, scoring Bayern Munich's second goal with a right-footed shot in the 52nd minute. His first appearance in the 2005-06 UEFA Champions League was in a 1-0 win against Club Brugge on 27 September, where he was substituted after 72 minutes. Bayern Munich won the 2005–06 DFB-Pokal when they defeated Eintracht Frankfurt 1–0 at the Olympic Stadium on 29 April, however Santa Cruz did not feature in the match.

He would make one more appearance in the competition, but Bayern Munich were knocked out by Milan in the round of 16. He scored his first goal of the season on Matchday 8 in a 2–0 win against Wolfsburg on 1 October.. ↑ ab «Inter Milan confirm that Alexis Sánchez will use the number "7"». ^ "Emma Ramírez, loaned to Real Sociedad". After eight years with Bayern Munich, the Bayern director of football, Uli Hoeness, declared that he needed a change of scenery and opted for a transfer to Real Betis, he also received offers to go to Italy and England. Santa Cruz agreed a four-year deal with Blackburn Rovers on 28 July 2007. Blackburn agreed to pay Bayern Munich £3.5m for the player, who was brought to the club by manager Mark Hughes, in which he was introduced in the number nine jersey. Before the start of the 2008–09 season, Blackburn signed Roque's younger brother Julio, who had arrived from Cerro Porteño. Prior to the start of the 2004-05 season, Santa Cruz played a total of 90 minutes in Bayern Munich's 3-2 DFB-Ligapokal final win against Werder Bremen on 2 August.

His first appearance of the season came on matchday 1 in a 2-0 away win against Hamburg, he was substituted after 60 minutes. He scored his fourth and final goal of the season in a 2-1 loss to Manchester United on 21 February. Two weeks later, fc barcelona jersey he scored twice in a 2-2 draw against Manchester City on December 27. He became a target for Manchester City after the reception of him by the billionaire Abu Dhabi United Group. Garitano had been coach of the local Ipurúa team after a month of rumors in which Paco Jémez was linked to the A Coruña team. Manolo Cardo, the coach with the second most appearances in the First Division and who managed to qualify Sevilla for the first time for the UEFA Europa League. That victory placed Milan in the final that was played at the Camp Nou and against the fearsome Romanian team of Steaua Bucharest (European champions in 1986). The resounding 4:0 victory (masterful at both a tactical and technical level) revealed the showy game of the team and the great individualities it possessed, as Gullit and Van Basten (with a doppietta each) were the ones who scored the goals that They gave Milan their third Champions Cup and their sixth international title.