In July 1998 Jorge signed with Sporting Clube de Portugal, where he would remain for the following seven years, being first-choice during most of his stint and adding two more leagues to his trophy cabinet, with the double being conquered in 2002. In the 2005–06 campaign, he played with another Lisbon team, C.F. Os Belenenses, subsequently retiring from the game – aged 33, with more than 400 official appearances – and joining his final club's youth teams staff.
In May 2009 Rui Jorge was appointed Belenenses' head coach for the final two matches of the season, taking over Jaime Pacheco after a 0–5 home loss against Sporting de Braga, with the club eventually ranking second from bottom (being later reinstated). At the end of the campaign, he returned to the youth ranks.