Its history involved the Phoenicians, the Romans and the Arabs. The latter, who settled in this region the longest, left us numerous vestiges of which very few have unfortunately been saved (fortifications, watch towers, etc.).

In the strictest historical sense, however, we are obliged to admit that it is not known when the town was founded. This might well fall within the time of the Phoenician settlements, and there are considerate grounds to believe that it might have been during the Roman era. It is therefore assumed that the Estepona of old existed a good deal earlier than the Arab "Estebbuna" and "Alextebuna".

The town was captured from the Arabs during the hostilities ordered by King Henry IV of Castilla in the year 1456. It is from this moment on that the history of Estepona as it is known today began, with the very same King Henry ordering the reconstruction of the castle at the request of his intimate friend and advisor, Don Fernández Pacheco, the Marquis of Villena.

In the absence of the Catholic Kings, during the reign of Doña Juana La Loca, or "Mad Jane", the village remained under the jurisdiction of Marbella.

With more than 600 inhabitants, Estepona obtained its complete and unrestrained independence under King PhiIlip V, "In perpetuity and for always without end in all manner of civil and criminal matters of the first instance within the town and its municipal district", as is recorded literally in the town Charter signed by the King himself in Seville on the 21 April 1729 and which is kept in the town archives.

From this moment on its development began in earnest using its own natural resources, the sea (fishing) and the countryside (crops), until today and the beginning of the tourist phenomenon.