Delgado defected from Cuba during the 2002 Gold Cup, together with cousin and future Colorado Rapids teammate Rey Ángel Martínez. He and Martínez ran away from their teammates halfway through breakfast, literally running for more than thirty minutes before finding a Spanish-speaking gas station attendant who then called a cab for them. Martínez made his way there shortly after that.
Delgado scored a goal and added three assists in his year with Colorado. He wears Pérez on the back of his jersey to honor his mother. He was released by the Rapids before the 2005 season, signing with Puerto Rico.