During the Visgoth rule Gaucin was known as Belda. Some of the people of Gaucin are of the opinion that Gaucin is of Roman origin. The Romans used Gaucin as an easy access to Ronda and built roads that still exist, one example of which is the "Camino de Gibraltar". After the battle in Monda between the troops of Julius Caesar and the people of Pompeii, Gaucin became a refuge for many soldiers.

In 714 the Moorish leader Tarik invaded Spain using the same Roman roads. Belda was then renamed Al Gauzan which means "hard rock". Gaucin was reconquered in 1457 by King Henry IV, but the town did not pass into Christian control until May the 27th 1485 after being conquered by Captain Pedro of Castile, who became the first mayor of Gaucin.

On July 8th 1810 the Napoleonic troops murdered many valiant Gaucians who resisted in vain. Afterwards burning the parroquial and municipal files and then throwing the holy figure of "Santo Niño" over the castle cliffs. During the Carlist wars in 1836, General Gomez led a campaign that invaded the territory, which lead to General Serrano Valdenebro occupying the "Castillo de Aguila" in 1839. He later had works done to refurbish the castle.

In 1848, an explosion in the arsenal ruined the castle's fortress and it was finally abandoned by the military. During these hard times, many citizens, impoverished by the war, opted for a life of contraband and banditry. Some became rich and others were killed by the Civil Guard. There is a museum dedicated to these bandits in Ronda.