 In his first season at Lokomotiv, they won their first ever A PFG championship in the 2003–04.On 31 July 2004, Iliev helped Lokomotiv to win the Bulgarian Supercup and he made his debut for the Bulgarian national side under coach Hristo Stoichkov in the same year.On 29 September 2005, he scored his first ever European goals for Lokomotiv, in a 1–2 loss against Bolton Wanderers of the UEFA Cup.