Caraballo played in the Kyushu Island League, an independent league in Japan, in 2009. He made his NPB debut with Orix in 2010, registering a .242 batting average and seven home runs in 124 at bats across 40 games played. He was limited by injuries in 2011, and was released by Orix. Caraballo played in the Canadian-American Association in 2012. He returned to Japan in 2013, playing for the Gunma Diamond Pegasus of the Baseball Challenge League (BCL), and led the league with 24 home runs and 63 runs batted in (RBIs). He won the BCL Triple Crown in 2014, as he led the league in batting average (.396), home runs (33), and RBIs (87). His 33 home runs and 87 RBIs set BCL single-season records. In 2015, he returned to Orix after a tryout.[2]