Its name derives from the original name of Camino del Rey (King's Pathway), abbreviated locally to el caminito.

King Alfonso XIII crossed the walkway in 1921 for the inauguration of the dam Conde del Guadalhorce, and it became known by its present name.

The original path was constructed of concrete and rested on steel rails supported by stanchions built at approximately 45 degrees into the rock face.

[8] In the film Scent of Mystery released in 1960, also known as Holiday in Spain there is a chase scene towards the end of the film that takes place on the Caminito del Rey where the hero (Denholm Elliott) and his cohort (Peter Lorre) are chased by the antagonist (Paul Lucas).

[9] Some of the final scenes of the 1965 film Von Ryan's Express were shot at the confluence of the gateway and the railway.