On 26 May 2016, after Rayo's top-tier relegation, Jémez failed to agree new terms and was appointed manager at Granada CF on 20 June. However, on 28 September, he was sacked after only six games in charge, no wins and a club-worst start to a season in more than 70 years.On 28 November 2016, Jémez was named head coach of Cruz Azul in the Mexican Liga MX. He led the team to their first playoff appearance in three years. The following 27 November, he decided not renew his contract and left.