Located  northeast of the province of Cádiz, in the area of the Natural Park Sierra de Grazalema. Is the place where the rate of rainfall is the highest of the peninsular southern half, registering at the municipality of 1962 mm of precipitation per year.  Behind him is the Peñón Grande, where is born the Guadalete River.  It is part of the route of the white villages.

In Grazalema and its vicinity found archaeological indicators of some human activity during prehistoric times.  However, and despite the vestiges of earlier cultures, the historical prologue to the place there is to date at the time of the Roman colonization of the Mediterranean.  With the legions of Escipión sprung the village of Lacilbula in the Loma de Clavijo; the name of this population is linked to the former name of the Guadalete River, and was a fortified enclosure to which around residential houses were located.

Its origins are Arabic, as shows his eldest son name, Gran Zulema, where it comes from the current.  In 1485 it was conquered by the Duke of Arcos.  It took a great economic boom from century XVII thanks to the industry of drapery that produced the famous blanket from Grazalema.