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Deportivo La Coruña was the final club that Krohn-Dehli played for before retiring. He joined the Spanish club in 2018 and spent two seasons there, making 37 appearances and scoring one goal. During his time at Deportivo, Krohn-Dehli helped the team gain promotion to the Segunda División, Spain's second-tier league. He retired from professional football in 2020 at the age of 36.