Formerly an independent kingdom, and later a client state of Rome, it was annexed into the Empire formally during the reign of Claudius and divided into two provinces about 42 AD.

A third province, named Mauretania Sitifensis, was later split off from the eastern portion during the reign of Diocletian in 293 AD.

Mauretania Caesariensis included eight colonies founded by the Emperor Augustus: Cartennas, Gunugu, Igilgili, Rusguniae, Rusazu, Saldae, Zuccabar, Tubusuctu; two by the Emperor Claudius: Caesarea formerly the capital of Juba, who gave it this name in honour of his patron Augustus, and Oppidum Novum; one by the Emperor Nerva: Setifis; and in later times, Arsenaria, Bida, Siga, Aquae Calidae, Quiza Xenitana, Rusucurru, Auzia, Gilva, Icosium and Tipasa in all 21 well-known colonies, besides several municipia and oppida Latina.

[citation needed] The principal exports from Caesariensis were purple dyes and valuable woods; and the Amazigh or Mauri were highly regarded by the Romans as soldiers, especially light cavalry.

Caesarea was a major center of Judaism before 330, and Sitifis was one of the centres of the soldier cult of Mithraic mysteries.