Finnish international Kallio, released by Premier League Fulham at the end of last season, started as boss Dave Jones ran the rule over the 31-year-old.
While former Liverpool and Portsmouth defender Vignal came off the bench at the Cardiff City Stadium on Saturday.
Marco Dioni scored the winner for the Spaniards with eight minutes remaining.
The rookie Deportivo B substitute tapped in from close-range after Juan Carlos Valeron and Michel combined to set-up the 20-year-old as Cardiff suffered defeat in their final pre-season warm-up.
But Dave Jones would have buoyed with a useful pre-season run-out against the La Liga giants as the Cardiff manager enjoyed a closer look at left-back Kallio, winner of 49 caps for Finland, who spent six months on loan at Cardiff's Championship rivals Sheffield United last season.
Source: BBC Sport
Source: BBC Sport