The start of the 2002- 2003 football season witnessed the arrival of Nigerian super star, Jay Jay Okocha, at the football club and he proved to be a special signing. The Trotters survived in the premiership for a second successive season, finishing the campaign off in 17th place, narrowly escaping relegation. They sold Michael Ricketts mid way through the campaign as he left for Middlesbrough.
The 2003-2004 was a mighty success for Sam Allardyce as he guided Bolton to an outstanding 8th place in the premiership, establishing the side as a force in the premier league. Bolton were also outstanding in the league cup, reaching the final of the competition for the first time in nine years and they met Middlesbrough in the final of the tournament, suffering a 2-1 defeat against them in a final played at the Millennium Stadium in Wales.
Allardyce achieved what Bolton went in search of at the start of the 2004- 2005 campaign, a position in Europe. They finished the campaign off in an emphatic sixth place, achieving a UEFA Cup birth. It was a campaign which Nicky Hunt established himself in the side and that Kevin Nolan and Kevin Davies were outstanding for the club. The Trotters battled their way through the FA Cup, progressing to the quarter finals, meeting future winners, Arsenal in the last eight, suffering a slender 1-0 defeat to the mighty North London club.
Bolton enjoyed another fine campaign in the top flight during the 2005-06 season as they finished the season off in an impressive eighth place. They enjoyed their domestic competitions as they reached the quarter finals of the League Cup, suffering defeat against future finalists, Wigan Athletic. They had a decent run in the FA Cup beating Arsenal to face future finalists West Ham United in the fifth round; however they suffered defeat against the East London club.