Vallejo joined Madrid from Real Zaragoza in July 2015 and was sent back on loan to the second tier side for the following season.
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The 19-year-old defender is spending the 2016-17 campaign at Eintracht Frankfurt, where he has made 16 Bundesliga appearances – 14 as a member of the starting XI.
Vallejo is being monitored closely by his parent club and hopes to do enough to warrant a place in Zinedine Zidane’s side when he returns.
“On the day, when I signed, they told me that they’ll keep an eye on me and it has been so. They come to see me in person, they call me … I’m grateful because it is the recognition for a job well done,” Vallejo said in an interview with AS.
“It is a tremendous joy [to know Zinedine Zidane is watching]. To be recognised for your work is a joy and helps me to strive even harder.
“I have that dream [to play at the Bernabeu], I hope the day comes. If I’m honest, that’s why I work every day of my life.
“My head is very focused on Frankfurt, but I am realistic and I have that desire. I’m looking forward to that day, playing at the Bernabeu.”
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Vallejo has drawn comparisons to Madrid centre-backs Raphael Varane and Sergio Ramos, but he is focused on following his own path.
He added: “I appreciate it so much. To be compared to those players is a great pride. But I do not compare myself with anyone, I try to go on in my own way.
“Yes, it is true that I observe a lot the defenders of Real Madrid because they are the best in the world and I try to learn every day from them.”
