Geologically, the area is has some distinctive features. It is rich in quartzite and gneiss, which date from over 300 million years ago. The Sierra Almijara has one of Spains's most important areas of dolomitic marble, which gives the landscape its characteristic grey and white hues where erosion has broken down the marble into small stones. The main rock in the Sierra Tejeda is limestone, which has been severely weathered leaving a lanscape riddled with steep-sided ravines and plunging cliff faces.

There are many caves, the most famous being those at Nerja. Others are near the sierras' highest peak, at La Sima de la Maroma, and close to the village of Canillas de Aceituno. Its abundance of caves make speleology a popular activity here.

Its inaccessibility has also meant that historically, it has harboured bandits and later on, anti-Franco guerrillas during the Civil War. Its inhabitants were part of the Morisco rebellion.