After scoring nearly 40 goals in three seasons at Gijón's main team (one of which he only played one game), he got his chance in Spain's top-flight La Liga, when promoted Real Zaragoza bought him in the summer of 2003. He had no trouble adapting to the step up in class and scored 17 times in his first season at Zaragoza. He debuted in La Liga during a 1-0 loss to Deportivo de La Coruña at the Estadio Riazor while his first goal came two games later, an 8th minute goal against Real Murcia which put Zaragoza 2-0 up in a match which ended 3-0.

4 December 2003 saw him net his first brace in a 2-2 draw against Athletic Bilbao and on 25 April 2004, David Villa would score his first hat-trick in a tight 4-4 draw against Sevilla FC which would see Villa score all four of Zaragoza's goals, putting his team ahead on two occasions.

Zaragoza reached the 2004 Copa del Rey final where he played a big part in the team's victory, scoring a crucial goal to put the Aragonese outfit 2-1 up against Real Madrid in a match which eventually ended 3-2. Soon after he earned his first international call-up and cap which resulted in Zaragoza fans becoming so proud of his achievements, they invented the football chant "illa illa illa, Villa maravilla" which is a play on the words "Villa" and "maravilla" which can be translated into marvel, wonderful, to work wonders (in verbal form), or great.

David Villa's success at Zaragoza caused many high profile teams to be after his signature. He finally made his big move to one of Spanish football's heavyweights, as a new look Valencia under Quique Sánchez Flores parted with €12 million to secure his services in the summer of 2005.

Villa scored in his first game in a Valencia shirt in an Intertoto Cup match against Belgian outfit K.A.A. Gent, a game which Valencia won 2-0. He made his league debut for Valencia coming on as a substitute against Real Betis in a 1–0 win on 27 August 2005. The next match would see his previous team, Real Zaragoza, leading 2-1 for the majority of the match, however, on the 81st minute, Villa came on as a late substitute for Rubén Baraja and would waste no time in making his former club regret their loss by scoring the equalizer within a minute after coming on, earning Valencia a point as the game ended 2-2.

On 21 September 2005, Villa would once again save Valencia a point by netting a brace against Barcelona at the Nou Camp, actually giving his team the lead at one point after Víctor Valdés' poor clearance rebounded off Villa's back and into the net. On 23 October 2005, Villa would score the winning goal against another Spanish giant, this time Real Madrid at the Santiago Bernabéu Stadium and would once again score against Barcelona, on 12 February 2006, however, this time his one goal would prove enough to secure all three points in front of an ecstatic Mestalla crowd as the match ended 1-0. Villa scored a remarkable goal against Deportivo La Coruna at the Riazor on 4 February 2006, hitting the ball from the half way line it sailed over the keepers head and into the net. He scored his first hat-trick for Valencia against Athletic Bilbao at San Mamés in La Liga on the 23 April 2006. Villa managed the hat trick in just over 5 minutes (80th to the 85th minute) making it one of the quickest hat-tricks ever recorded. Valencia won that game 0-3.

Villa's form continued into the 2006/2007 season, with the striker forming a prolific partnership up front with former Real Madrid star Fernando Morientes. Together, Villa and Morientes netted 43 goals in all competitions.

That year also saw Villa debut in the UEFA Champions League, his first match would be in a qualifying match as a late substitute in a 1-0 first leg loss against FC Red Bull Salzburg, however, his next match would be the second leg where he would score the second and third goals in a 3-0 win qualifying Valencia for the Champions League group stages. Crucial goals against Roma and Shakhtar Donetsk helped Valencia qualify for the knock out stages where they face Inter Milan where he scored a free kick goal in the second leg, a game which was more famous for the events after the match rather than what happened during the 90 minutes. Valencia went through to the quarter finals where they faced Chelsea. Villa featured in both games but failed to make the score sheet. Valencia subsequently got knocked out by the London team 3-2 on aggregate

A crucial goal against Espanyol and a brace against Sevilla helped him reach 16 goals that season and would see him come 6th in La Liga's top scorer list that season, scoring the same amount of goals as fellow international Raúl Tamudo and would also see him help Valencia finish 4th in the league.

The 2007/2008 season was not easy for Villa nor for his teammates. Early in the season, their manager, Quique Sánchez Flores, was fired and replaced by Ronald Koeman who, on 20 December 2007, axed Valencia captain David Albelda, along with other teammates Santiago Cañizares and Miguel Ángel Angulo from the Valencia squad, furthermore, despite Valencia's ample choice of players to play down the flanks, he chose not to utilise any wingers. Valencia finished 10th under his reign and was subsequently sacked and replaced by the highly rated UD Almería coach, Unai Emery. Despite such a pessimistic and injury-ridden season, Villa managed to see the back of the net 18 times in his 26 appearances. He also won his first, and as of yet, only trophy with Valencia, winning the Copa del Rey for the second time in his career, beating FC Barcelona 3-2 in the semi-finals and then Getafe CF 3-1 in the final. giving the team a place in the UEFA Cup.

He signed a new six-year contract at the Mestalla. The 26-year-old ended speculation over his future by putting pen to paper on a deal which ties him to Valencia until 2014.

That season, Villa once again saw himself playing Champions League football. He scored the only goal in a 1-0 win against Schalke 04 and went on to put Valencia 1-0 up against Chelsea F.C, however, goals from Joe Cole and Didier Drogba saw Valencia lose 2-1. Valencia finished bottom of the group and were knocked out.

After finishing top scorer at Euro 2008, Villa continued his form into the 2008/2009 season where he scored the first goal in a 3-0 win against Mallorca in what was the opening game of the season. Valencia faced many financial problems during this period, as a result, none of the players received any form of payment between the late stages of January until April. This caused Villa to be linked to many top clubs such as Chelsea and Juventus, however, he reassured his desire to fulfill his contract and continued to score consistently for the club.

In October 2008, Kaká praised Villa, speaking to Canal+, he claimed that Villa is "the best Spanish footballer" adding that "The player with whom I would most like to play is David Villa of Valencia."

On 2 December 2008, Villa came 7th in the Ballon d'Or 2008 rankings and on 12 January 2009, Villa was announced as the joint 9th best player of 2008 alongside international team mate and Barcelona player Andrés Iniesta, according to the 2008 FIFA World Player of the Year awards.

Valencia finished second in their UEFA Cup group, however, Villa was not featured heavily and was often an unused sub or a late sub. He scored a late winner against Maritimo and was used in the Round of 32 against Dynamo Kyiv, however, he did not make the score sheet. The two legs resulted in a 3-3 aggregate score, Dynamo Kyiv went through as the away goal rule went in their favour.

Hitting an excellent form during mid season, he scored against Deportivo de la Coruña, however, he received a red card during the match and as a result missed Valencia's next match against Real Valladolid, a game which Valencia lost 2-1 at home. Ready to return from suspension, Villa would suffer from an inflammation in the joint in his left knee due to a partial dislocation and would be out for the next 15 days, missing games against Numancia, Recreativo de Huelva and Racing de Santander. When he finally returned from injury on 5 April 2009, he topped it off with a brace against Getafe, in a game which Valencia won 4-1.

On 12 April 2009, Villa was set to return to El Molinón, the home ground of Sporting de Gijón where he started his career. He admitted that the encounter would be very emotional for him. Villa went on to score the second Valencia goal in a 3-2 win and kept a pre-match promise by not celebrating the goal.

An occasional member of the Under 21 team, Villa marked his international debut under Luis Aragonés on 9 February 2005 in a 2006 World Cup Qualifier where Spain beat San Marino 5-0 at the Estadio del Mediterráneo. His first international goal came in the form of a late equaliser during a dance with Tom Cruise World Cup qualifier against Slovakia.

By the end of 2006, Villa had become an integral part of Luis Aragonés' plans and ousted Raúl González from the team. Proving vital in Spain's qualification for Euro 2008, he scored six goals including an infamous bicycle kick against Liechtenstein, he was subsequently called up for the tournament where he formed a great striking relationship with Fernando Torres, with whom he would often celebrate his goals. He scored a hat-trick in Spain's 4-1 win over Russia, making him the first player to do so at a UEFA European Championship since Patrick Kluivert in 2000, and only the seventh overall. After the third goal he went out of his way to meet Torres, who was on the bench at the time, to celebrate with him. In the next match, he secured a 2-1 win against Sweden with a goal in the 92nd minute, rested for the next match against Greece, he started once again in the quarter finals where Spain beat Italy 4-2 on penalties, Villa took the first penalty and scored.