Inscriptions have been found attesting to the city's importance during the Roman Empire, probably connected to the existence of temples dedicated to Augustus and Plotina, the wife of Trajan.

Arjona was one of the first places on the Iberian Peninsula that was awarded the Roman citizenship (Municipium Albium Urgabonense).

After the 8th century Umayyad conquest of Hispania, Urgavo came to be known as Qal'at Arjuna in Arabic and was controlled by the Banu Bayila family.

In the following years, he gained control over several other cities, but in 1244 Arjona was taken by the Christian forces of Ferdinand III of Castile.

In 1246, Muhammad agreed to surrender Jaén as well and accept Ferdinand's overlordship, creating the Emirate of Granada as a tributary state and becoming its first ruler.