He was going to a new country and, given his initial short-term contract, he wasn't sure how long he was staying.
A little more than two weeks later, the 32-year-old Caldwell wishes he had a packing mulligan.
"I'm here now and there are some things I wish I had that are hanging in my wardrobe (back home) that I don't really want to go out and buy," he said.
"I thought it was going to be warmer. I thought it was going to be warm all the time. So I've kind of missed a jacket and the odd thing. But I tried to pack as heavy as I could, took as many cases. Actually took too many cases."
He had to pay $150 for excess baggage.
Worst of all, his wife and two young sons stayed in England — at least temporarily.
For Caldwell and fellow recent Toronto FC newcomers Bobby Convey and Jeremy Brockie, joining the MLS team has meant uprooting their lives — and separation from their family.
It's a part of the game many soccer players go through, especially in the MLS where trades are common. Fortunately for them, while Toronto FC traditionally struggles on the field, it takes care of its players off it.
The facilities are good and the club helps its players settle in the community.
All three newcomers are expected to see action Saturday when Toronto (1-7-4) hosts the Philadelphia Union (5-5-3). Toronto is hoping to end a five-game losing streak and 10-game winless slide in MLS play.
Striker Danny Koevermans hopes to make his TFC comeback Saturday after being out for more than 10 months due to knee surgery. While he tweaked his other knee in practice this week, manager Ryan Nelsen says he could still see action.
Convey is the latest recruit, becoming the 19th new face to pull on a Toronto FC shirt this year.
That makes for plenty of work for Corey Wray, manager of team operations, Ted Tieu, co-ordinator of team operations, and Jaime McMillan, manager of player development. All three help settle in new players.
Wray, in particular, is a fountain of knowledge. He can help with everything from visas to pets and ethnic restaurants.
"The support staff here are fantastic," said Nelsen, a former New Zealand international in his first year at the TFC helm.
"They make it so easy for the players ... it makes it easier for the transition," he said.
Toronto is Convey's fourth MLS team. The 30-year-old U.S. international also played for Reading in England.
Moving teams these days is more complicated than when he made his MLS debut at 16 for D.C. United, living in club president Kevin Payne's basement. Payne now is Toronto FC president.
Convey was acquired from Sporting Kansas City on May 16 for a draft choice.
Where is home these days, he was asked.
"It depends," he said with a grin. "I'm from Philadelphia but my wife's from South Carolina so that's where I go back to in the off-season. I've had a house there for a while. We'll keep our house in Kansas just because moving in the middle of the season isn't great.
"But I'll always go back to South Carolina."
Convey plans to stay in a hotel for his first few weeks in Toronto while he looks for a place to live. That means he will have three homes, at least temporarily.
"Yeah, I guess," he said.
His wife has a job in Kansas City, so it's harder for her to pack up. They hope to sort everything out in the off-season.
Caldwell, meanwhile, has no regrets about coming to Canada despite the extreme temperature range. Playing in MLS was always something he wanted to explore.
Having played for both Newcastle and Sunderland — as well as loan spells with Blackpool, Bradford and Leeds United — his home is between the two cities in the northeast of England. Caldwell has also played for Burnley.
Most recently he played for Birmingham City, a three-hour drive from his home. He would live in Birmingham during the week, with his family driving down on Friday night to take in home games before returning Sunday evening.
"It was very taxing on them and my wife," he said. "A huge sacrifice they had to make."
Any time he played in an away game near their home, he would try to work in a family visit.
Caldwell's family is currently in Canada for a visit, staying at the downtown suites hotel that the defender calls home. They're continuing on to Florida for a family vacation — one planned before Caldwell came to Toronto. With his new team off next weekend, he's hoping he might get a few days off to join both them and his parents who will also be in the Sunshine State.
Caldwell is currently due to stay with the team until July 1 and plans to remain in the hotel until his future beyond that is decided.
"Obviously if I make the move full time, the kids and my wife will be coming."
Brockie, who will head back to his club team in Wellington, brought a couple of bags from New Zealand and is currently living in a hotel.
"But I'm looking to move out into something a bit more homely," he said. "My wife and little girl come over next week as well. But the boys have made me feel very welcome. I've settled pretty quickly.
"It's difficult, the little girl's only three months old so I miss them a lot. But I'm here to do a job," he said of the separation.
When not training or playing, Brockie is exploring the city. On a day off this week, he jumped on one of the rental bikes scattered around Toronto and went for a ride.