Adrián joined Atlético Madrid on 19 July 2011 as a free agent, signing a four-year deal. Nine days later, in his competitive debut, he assisted in both José Antonio Reyes goals in a 2–1 home win against Strømsgodset IF in the season's UEFA Europa League; in the second leg, he netted the opening goal in a 2–0 success.
In the same competition, on 25 August 2011, Adrián added a brace in a 4–0 away win against Vitória de Guimarães, which ensured Atlético's qualification for the group stage 6–0 on aggregate. His first league goal came in a 4–0 home success over Racing de Santander on 18 September, heading in the closer from an Arda Turan cross.
Subsequently, he represented the under-21s in two UEFA European Championships. In the 2011 edition in Denmark, Adrián scored a brace in a 2–0 group stage victory over the Czech Republic, adding another in the next match against Ukraine (3–0). In the semi-final against Belarus, he scored the late 1–1 equalizer which took the game into extra time, adding another in that period in an eventual 3–1 triumph; he was awarded the Golden Boot as the highest scorer in the tournament.