About its primitive origins, have been found important archeological sites that take us back to the Neolithic period. About the old period we know that in its surroundings there was Laccipo, the Roman colony. However, the primitive urban settlement dates from the late Middle Ages in the same place it currently is. In the denominated place La Villa, there was the old Almohad at the shelter of the walls of its castle around of which started the urban development.
According to the chronicle of Bernáldez, the conquest of the village was fundamental for the crown in its advance towards Granada and the place from 1407 does not provide the desired results. From that moment on, Setenil is considered almost impregnable and the fundamental key for the conquest of the Nasrid Kingdom. Since the times of John II of Castile until the reign of the Catholic Monarchs, there will be seven places, being the last one -21st September 1484- which leads to the victory.
Under Christian domain, Setenil is declared village dependent upon the King and so, it receives from the Monarchs, the Privileges Chart in 1501, where there are a high number of franchises and benefits comparable to those Sevilla had at that moment.
After the first tries of repopulation and the delivery of houses and lands, Setenil begins a new period in which its neighbors, a great number of whom belonged to the noble social class, lived on the grapevine farming, the cereals, the profit of the mountain hill, the cattle and fishing.
During the Modern Age, Setenil progresses and continues enjoying a privileged situation among the villages of the serranía, just altered occasionally due to the presence of tropes that in diverse circumstances take the village, with economic consequences for its inhabitants. The settlers of Setenil have an important church, a hospital and a seminary preserved until the mid 17th century. In this century they will get, after many disputes, to be free from the city of Ronda, through an action in rem signed in 1630.
The beginning of the 19th Century is marked by guerrilla struggles of its neighbors, who united to the fights of other villages of the mountains of Cádiz will face the French invade that occupies the peninsula. The expropriation process does not affect positively to the inhabitants of Setenil and the peasants keep on looking for solutions which palliate the economic difficulties, so they join the social movements that began to spread in the province of Cádiz.
Currently, and once the processes of emigration have been overcome in the second half of our century, Setenil continues being developed according to its traditional ways, which are, fundamentally agricultural and in addition to the tourist profit of our village, as because of its exceptional urban structure, the beauty of its surroundings and the singular festivities, it is one of the most attractive municipalities of the Sierra.