He was one of the most varying artists (in technique, style and thematic), his way of understanding painting during the periods previous and subsequent to the civil war; it is not strange some people find it difficult to recognise such a varied production.
At the end of the twenties he meets a poet Adriano del Valle and in 1930, Daniel Vázquez Díaz, when he was painting frescoes in La Rábida monastery. He arrives to Madrid in 1931, gets integrated in the capital but besides he is bond to his hometown, where that year he holds his first individual exhibition in the Mercantile Circle.
In 1932, along with Federico García Lorca and others, he realizes in the Popular Ateneo an exhibition of drawings that seems to be so scandalous, it was only open for one day. In 1933 Lorca invites him to La Barraca, for which he realizes sets and drawings. Those are years when he meets Alberto Sánchez, Pablo Neruda, Rafael Alberti, Miguel Hernández, Maruja Mallo, Joaquín Torres García or Luis Buñuel, The last one will introduce him to the surrealistic movement, showing him, for example, the collages of Max Ernst.
The year 1935, precisely, represents for the artist a time of the leading character in the panorama of the Spanish surrealism. He realizes three posters for his performance together with Adriano del Valle in the Ateneo of Sevilla and illustrates poems for Federico García Lorca and Pablo Neruda.
He contributes with such magazines as Cruz and Raya, Noreste, Línea, Caballo Verde para la poesía, (Green Horse for Poetry) etc. Less known is the participation of Caballero in the first Drawing Fair (1935) of the Iberian Artist Society.
In 1937 he spends some months at the front producing drawings and maps, and later, in the post-war he will make illustrations, still in surrealistic key but already filled with contents related to the national Catholicism, in magazines such as Vértice or Santo and Seña convinced by Dionisio Ridruejo. In 1945 he participates in the III Salón de los Once (Eleven´s Hall). Five years later, he is invited to the XXV edition of the Biennale Exhibition of Venice and holds his first great individual exhibition in Madrid, in the Clan gallery.
However, neither of these tendencies will continue in the future, especially from the fifties, when he leaves the figurative art and chooses a formula that tries to unite the geometric abstraction with the matter-like expressivity of informalism, with different results but always presenting a creative interest of the Andalusian painter, which was a reference in the artistic environment of Madrid until his death.