Baptista's first stop in Europe was Sevilla in 2003, where he originally played as a midfielder.
Under coach Joaquin Caparros, he became ‘The Beast’, scoring 38 goals in 68 games, before moving to Real Madrid at the end of the ‘Galacticos’ era.
Game time came harder in the Spanish capital, with a stint at Arsenal sandwiched in there, he struggled to replicate the form that had earned him the move in the first place.
That said, Baptista showed moments of brilliance and was capped by Brazil 47 times during his career.
Looking back on his time in Spain, he feels the step he made at Sevilla was crucial to how he handled the pressure of Real Madrid, something the likes of Vinicius Junior, Rodrygo and more recently, Endrick, did not have.
Speaking exclusively to Flashscore's Daniel Sobis, he said: "For me, it was easier to come from one step behind, one club behind. At that time, I had more time to learn the language and learn the country. Everything is different; you come from one country, and it is very different.
"…The football that we play in Brazil is different. It is so physical, it is different. Over here (Spain), it is so tactical that the player should learn everything about this. You need time, but in Madrid, you don’t have time. For me, it’s better to start in a different club and then go to Madrid because you come ready, because the pressure is so high.
"I believe when you are so young, you don’t manage it very well, this kind of pressure, everything that happens at a big club."
Baptista keeps a close eye on his compatriots, who now play on the same pitch he did nearly two decades ago. Whilst Vinicius and Rodrygo look to recover Real’s season under new coach Alvaro Arbeloa, Endrick has been sent on loan to Lyon to find some form ahead of the World Cup.
Speaking about the teenage forward, Baptista added: "For me, I want to see a little more from him at Madrid because he is a very, very good player. We know that at Madrid, he doesn’t have the space to play - you have (Kylian) Mbappe, Vinicius and Rodrygo, but he is an amazing player.
"He can do incredible work at Lyon, and he can come back and show the talent he has because he has incredible talent."
The dream of another World Cup title is on the mind of most Brazilians a few months out from the tournament. It is no different for the former international.
With new coach Ancelotti in charge, Baptista is confident he can deliver success for the national side - something he was unable to do on the biggest stage with Brazil.
Asked whether Brazil can lift the World Cup in July, he explained: "I don’t know what’s happened, but I think the whole country, we believe if you have one coach who can do this, it’s him. He has experience, he has experience with the players, and I think he can influence the players in believing that they can do this. So, why not?"
Given the list of clubs he has played for, working under legendary managers is part of the job. Baptista spent one season on loan with Arsenal in the Premier League under the tutelage of Arsene Wenger, something that left a lasting impression on the Brazilian.
"I believe we have the same character because he is very, very calm… He sees the person first because when you can see the person first, you resolve the player because you have the person behind the player.
"Wenger was an incredible person, an incredible coach, an incredible strategist. I learned a lot about him, and he gave me a lot when I arrived at Arsenal. I have a lot of respect for him because when I arrived at Arsenal, there were incredible players in the squad, and he showed me something I never believed I could do.
"It was a session when I came from Madrid, and on the first day, he sits with me in his room, and he goes to the board, he asks me ‘Julio, what do you believe are your best positions to play with us?'
"For me, it was a little bit shocking, because I didn’t expect the question. I answered that the best position I liked a lot was behind the striker, so he confirmed, he told me he believed it was the same.
"If you improve your strength, you have an incredible game when you break the lines, you have power to break the lines, the players stop for you. I believe this is a very good position. For me, he is a top manager and a top person."
In that 2006/07 season, Baptista played 35 times and scored 10 goals with the Gunners, a side he keeps tabs on today.
Unlike his time at the club, they have a real shot of winning silverware this season, with, at the time of writing, a six-point lead at the top of the Premier League.
Having spent time coaching after his playing career, Baptista understands just what a good job current coach Mikel Arteta has done to reshape the North London club’s fortunes on the pitch.
"I believe he has done an incredible job at Arsenal," he enthused.
"Too many times, they miss a little bit, they lose the possibility to win the Premier League, so I hope. He deserves it because he is an incredible coach, and he has done incredible work with the players, and I expect to make a visit to him."
Despite no trophies at the Emirates Stadium, he won a LaLiga crown with Real a year later in 2008. He played a pivotal role in that title-winning campaign, scoring a goal that fans of Los Blancos still talk about today - a winner at the Nou Camp, against Barcelona, in El Clasico - something, at the time, they had only done once in 24 years.
Reminiscing on the incredible moment, he said: "It’s more than 15 years ago, and people still remember that goal. I believe when you score a goal against Barcelona, it is the most difficult team to face, you get in the hearts of the fans.
"For me, I feel very lucky now, because we prepared the whole week to do one good game, so in that game I remember I could have scored that goal, and for me, it was unbelievable."
