After emerging at Peñarol he spent seven years of his professional career in Spain, notably at the service of Málaga (six seasons), and played for Uruguay at the 2002 World Cup.
In his final two seasons, however, Romero was virtually absent from the lineups, with 2006–07 being spent, with no success, in Segunda División.[1] In early 2008 he had a brief spell with neighbours Lucena CF of Segunda División B[1] and, on 4 February 2009, signed with Carolina RailHawks FC of the USL First Division.[2] It quickly became apparent that he had suffered significant knee injuries which were not widely publicised, but subsequently all was revealed; physical problems limited him to one substitute appearance in a pre-season exhibition game, and he was released in April without having featured in the league.[3]
Romero started working as a manager also in Spain, with amateurs Alhaurín de la Torre CF. He returned to Málaga in 2014, joining newly appointed Javi Gracia's coaching staff.[1]
On 28 December 2016, following Juande Ramos' dismissal, Romero was appointed first-team manager indefinitely.[4] The following 7 March, he was relieved of his duties.[5]