At
Real Madrid, Baptista was often played out of position as a left-winger to accommodate the likes of
Zinedine Zidane and
Guti in the Spanish side's attacking line-up.
At the end of August 2006, with the
transfer window about to close, press reports linked him with a move to either
Tottenham Hotspur or
Arsenal, with the latter possibly as part of a swap deal including
José Antonio Reyes. Baptista himself had strenuously claimed that he was not interested in a move away from Real Madrid. However, on
August 31 2006, the day of the transfer deadline, Baptista moved to Arsenal in exchange for José Antonio Reyes, the deal involved the two players swapping clubs on 12 month loan deals..
Baptista scored his first hat trick for Arsenal in their
League Cup Quarter-Final victory against
Liverpool, where he scored a total of four goals overall on
January 9 2007, in a 6-3 win for Arsenal. Beside his four goals, he also missed a penalty kick in this match.
At the end of the 06-07 season, he was no longer required by Arsenal and returned to Real Madrid as the loan deal finished.
According to Goal.com,
SL Benfica are after the player as
Rui Costa is set to retire.