Roccalbegna was a fief of the Aldobrandeschi in the Middle Ages; later it was part of the Republic of Siena, until the latter's fall in the hands of the Medici, who sold the town to the County of Santa Fiora.

Roccalbegna is home to several notable fortifications, such as the Cassero Senese (built in the 13th century by the Aldobrandeschi, renovated in the 15th century) and the Rocca Aldobrandesca, located on the hill overlooking the town and the Albegna river (whence the town's name).

Outside the town there is the large castle of Triana (known from 760), also owned by the Aldobrandeschi and then by the Sforza of Santa Fiora; it has maintained its medieval line of walls.

It houses some parts of a polyptych by Ambrogio Lorenzetti (c. 1340), a Pietà by Alessandro Casolani and a 15th-century small fresc of Madonna with Saints.

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