In the 19th century Lanaja suffered raids from various groups of bandits which operated from their hide-outs in the nearby Sierra de Alcubierre.

The town was the scene of the death of the celebrated bandit Mariano Gavín Suñén «Cucaracha», which occurred 28-2-1875, shot by the Guardia Civil having been poisoned along with four members of his band in the village of Peñalbeta.

The town was occupied at the end of July by the Arquer-Piquer column of the POUM, which upon entering found the corpses of five murdered republicans, assassinated by the fascists prior to their final retreat.

This continued into the post war years, creating a climate of fear and silence around these events that lasted decades.

Since the restoration of democracy in Spain in 1977, Lanaja has repeatedly shown itself with a high voter turnout (close to 75% in most elections), and with a strong left-wing vote, mainly concentrated on the candidates of the PSOE party.