Cyclostratigraphic analysis of the Pliocene Zújar section (Guadix-Baza Basin, southeastern Spain) has enabled the recognition of a number of climatically forced cycles reflecting alternating dry and wet periods. Peaks of aridity are recorded at ca. 3.95, 3.55, 3.2, 2.8, and 1.8 myr B.P. The first dry period at about 4.0 myr B.P. corresponds to the early Ruscinian Mammal age, while the second arid interval at about 3.6 myr B.P. corresponds to the establishment of the Mediterranean double seasonality. The significant mammal turnover between the late Ruscinian and early Villanyian stages is placed between chron 2An.2n and the very base of chron 2An.1n, coincident with the dry phase recognized at about 3.2 myr B.P. The fourth aridity maximum at 2.8 myr B.P. roughly coincides with the Equus event in western Europe and is probably related to the beginning of the glacial–interglacial dynamics in the Northern Hemisphere. Finally, the last dry peak at about 1.8 myr B.P. is probably related to the set of mammalian events characterizing the transition from the late Pliocene faunas to those of the early Pleistocene.