Gaizka Mendieta spends so much of his time looking forwards, that it almost seems an imposition to ask him to cast his glance back the way.

As a DJ, restaurateur, broadcaster and recent graduate from a UEFA course in football administration, his diary has never been fuller. He likes it that way, better to be busy than to sit watching the walls close in. It is a Tuesday afternoon; the sound of traffic and birdsong fills the London air as Mendieta discusses his daily regime.

“In general,” he says, chuckling in between pauses in an admittedly lengthy list, “there have been a lot of phonecalls, Zooms, Skypes, online meetings, La Liga is starting [again] this week so there have been interviews, Instagrams, Facebooks, and social media in general and because of [the restaurant] businesses we are busy these days restructuring, rescheduling, planning etc. I'm quite busy to be honest. I'm trying to do exercise as well, to keep physically and mentally as healthy as possible. Then there is the music. Sometimes days go too fast. I'm shattered, but I prefer it that way. I'm lucky enough to have a routine, something to look forward to.”

But it is the past we drift to. It is 20 years since Valencia reached the first of two, back-to-back Champions League finals. Back then he was a matador spearing the big beasts of Europe with incisive passes and rasping finishes and, of course, the most clinical of penalties.

In full flow, Hector Cuper’s pioneers were a fearsome proposition, a white blanket that smothered opponents, playing a pressing style before it became de rigueur. Leading the way, with his wispy blond hair and swashbuckling style was Mendieta, part-surfer dude, part-conquistador; he says he was allowed “to explore” on the pitch because he never forgot his responsibilities. In doing so he and his team-mates – Kily Gonzalez, Claudio Lopez, Mauricio Pellegrino and all – almost conquered a continent, even if Cuper, an Argentine with strict ideas about the defensive side of the game, winced when he went on his travels.

On their way to that first Champions League final in 2000, Valencia opened their tournament against Rangers – they would ultimately top a group that also included Bayern Munich and PSV Eindhoven – but it was that initial encounter, a 2-0 win in the Mestalla against Dick Advocaat’s side, that would set the tone.

They had entered the tie with the Scottish press making unfavourable comparisons to Aberdeen. Valencia lost four of their first five games, a run that would ultimately cost them the La Liga title, instead they finished third, five points adrift of Real Madrid.

He struggles to recall the exact reasons for their travails but ascribes it to the general settling-in period that accompanies all new managerial appointments of which he experienced many, including Guus Hiddink, Luis Aragones and Claudio Ranieri before Cuper's arrival.

“I think it was the transition from different styles under a new manager. Something similar happened with Ranieri. With Cuper, because of his [different] way and what we were used to, there was a period of adaptation for both. But eventually we clicked and I think we managed to get to that point where we were very comfortable with him.”

“I remember it because it was our first time in the Champions League,” he recalls of a campaign that started in the autumn of 1999. “In the first game we played Rangers at home and it was an incredible atmosphere. We played very well. The return game was at Ibrox and the atmosphere was incredible again. The game itself was very exciting. [At half-time] there was a two-goal difference but it felt like it was 0-0 [laughing] because of the way they were playing and the way the fans were behind them, it was incredible.”

By the time of that second match, Valencia had still to fully find their stride. It was late October and Rangers came out to attack but the early glimpses of what would become a relentless machine were in evidence as Valencia repelled and then overturned their opponents. With Rangers on the front foot, Mendieta had given the Spanish side the lead with a skelp of his left boot. Drifting inside Tony Vidmar to connect with a cross from the Italian full-back Amedeo Carboni, he felt sure he was going to miss due to the Australian defender’s positioning.

“He put his foot where I couldn't hit the ball properly and I didn't think it was going to go in but luckily [it did],” he recalls. “I remember it being key in the game because they were really pushing and they were really putting us under pressure. It gave us the chance to breathe a little bit. If I had had a bit more space I would have gone more for power because he [Vidmar] was so close to me I couldn't make the whole range of movement to hit the ball, so it had to be more precision.”

Soon after Lopez would make it 2-0 before Craig Moore reduced the arrears with half an hour left. They would later account for Lazio and Barcelona – against whom Mendieta would score twice, one a trademark penalty – on their way to the first of those Champions League finals, before suffering a one-sided defeat in Paris to a Real Madrid side they had not lost to domestically that season. He ended the campaign with 18 goals, a testament to just how much Cuper now trusted his captain.

“I think I kind of took it myself,” he laughs when asked who gave him licence to roam. “I think because of my level of fitness, it would allow me to do many things and then I would always end up back in my position. Either manager would be happy to say to me 'do whatever' as long as, when we lost the ball, I got back in my place so the shape wasn't really affected. Whenever I saw the opportunity [to go forward] I would take it and the team would adapt to that. Cuper wasn't as happy as Ranieri was in that way, he would prefer me to be in my position, rather than leaving it so open. [But he accepted] that was the way I was.”

A year later they would lose another final despite Mendieta's best efforts, this time in Milan. The second was a closer affair settled only on penalties following a 1-1 draw with Bayern Munich. Mendieta, calmness personified, scored spot kicks in normal time and in the shootout. There was a near-certainty to this outcome. He learned his technique from Oleg Salenko, the former Rangers striker, who later flopped at Ibrox. What started as a laugh, soon became design.

“I would wait for the keeper to move,” he says. “I would very rarely go down the middle. [Oleg] was taking them that way and I never took them that way. It started off as a joke at training. [But] I felt comfortable with that way and it was effective.”

When Valencia finally lifted the La Liga title in 2002 under Rafa Benitez, Mendieta had left for Lazio, then spent a year on loan at Barcelona before seeing out his playing days at Middlesbrough. He admitted back then that he was ready to move on; it was a reminder that nothing lasts for ever.

As someone who has not long finished UEFA’s Masters for International Players, a course aimed at introducing former footballers to business, marketing and the administrative side of the game, Mendieta is well into his latest journey. He says the course reminded him that, as a leader of men on the football pitch, there were transferable attributes that can be brought into the business world. In his next venture, he has plans to help those former players who need it most.

“We are still finalising the details but it is mainly to do with supporting players in order to find opportunities in order to put them in contact with reliable people because there is still a lot around in football where players don't know who to go to or where to go to.”

“That's one of the things MIP teaches – through our career, over 10-15 years you learn how to deal with people, leadership, man management, so many things that people study and learn and we have them and we don't know that. This course helps you to understand that you already have a lot of valuable skills that only need to be applied in different areas.”

There is a quiet certainty about everything he says. It is reminiscent of the same surefootedness that served him so well on the pitch. He retains the authority of a man who, at the turn of the 21st century, was among the best in the world at his position, twice being voted European midfielder of the season by UEFA. It comes from the experience of what happens when you walk off the pitch for the final time.

“You wake up and say 'what do I do today?’ and, yeah, maybe for a few months you think 'this is nice', you see your family, your friends, you travel, and then it's 'what next?' You can't sit back and do nothing.”

As in football, so in life. Mendieta never stops looking ahead.