The origins of the settlement are unknown, but Ambrosio de Morales has identified Cetina as Certima or Celtima, a Celtiberian fort which was conquered by the Roman general Graco in 179 CE.

The relevant lines state that "and they entered the plain of Torancio, and halted between Ariza and Cetina; great were the spoils which they collected as they went along.

"[5] Cetina was granted its own fuero (law) by Guillén de Belles and Ramón Berenguer IV in the late 12th century.

In 1808, during the Peninsular War, the pueblo was pillaged by 18,000 French soldiers, commanded by Marshal Ney who occupied the area.

The ritual sacrifice of the devil is enacted and the dancers create shapes with their bodies, the whole accompanied by a constant monotonous tune.