The most ancient remains found in Estepona date back several thousands of years into past, into prehistory, the Neolithic, the Copper and the Bronze Age. Amongst the numerous Phoenician and Roman settlements, the Guadalmansa Estuary are particularly noteworthy and might belong to the Roman town of Salduba.

The town of Estebbuna, forerunner of the current Estepona, was founded th in the 10 Century during the reign of splendour of the Caliphate of Córdoba. In spite of the importance of the Arab settlement during the Muslim period, the town was conquered by the King Henry IV of Castille's troops in 1456 and was completely destroyed a few years later. At the beginning of th 16 Century, the Catholic Kings ordered reconstruction of the walls of Estepona due excellent strategic location, and set about colonising the area with 30 families comprising the core from which the population has grown to its present number.

In 1559 the growing populace was sold to Marbella under jurisdiction of which it remained until 1729, when Philip V conferred the town its charter, then a prosperous settlement of more than inhabitants, which continues to grow today.