Then, in 2006, Valdivia helped his club to achieve the Torneo Apertura, where once again he reached an impressive performance, which was polished by the coach in the age, Claudio Borghi. Noteworthy, he highlighted in a team which had players like Chilean internationals Claudio Bravo, Matías Fernández and Humberto Suazo.
On 5 August 2006, Valdivia completed his move to Brazilian club Palmeiras for a US$3.5 million transfer fee. His signing was the club's most expensive transfer – in the age – for a foreign player. After an unsuccessful season, he had a revitalizing 2007 where he reached four honours for his performances: Campeonato Paulista Most Valuable Player, Prêmio Craque do Brasileirão, Bola de Ouro and Troféu Mesa Redonda, that put him as the season's best playmaker of Brazilian football. His further consecration at the Verdão was the obtention of 2008 Campeonato Paulista title, where for his performances he came to cost US$40 dollars.
Valdivia scored his first international goal for Chile in an exhibition match against Paraguay in Vina del Mar on 16 November 2006 during a 3–2 victory.