Setenil de las Bodegas is a pueblo (town) and municipality in the province of Cádiz, Spain, famous for its dwellings built into a rock that hangs above the Río Guadalporcún river.

Modern Setenil evolved from a fortified Moorish town that occupied a bluff overlooking a sharp bend in the Rio Trejo northwest of Ronda.

Given the evidence of other nearby cave-dwelling societies, such as those at the Cueva de la Pileta west of Ronda, where habitation has been tracked back more than 25,000 years, it is possible that Setenil was occupied much earlier.

Due to the strategic importance of Setenil, the victory was celebrated widely in Castile and was the source of several legends in local folklore.

The full name of Setenil de las Bodegas dates from the 15th century, when new Christian settlers, in addition to maintaining the Arab olive and almond groves, introduced vineyards.