Alozaina occupies a slightly raised position on the edge of the western area of the Guadalhorce Valley, joining the Serranía de Ronda at the north of the municipality.
As a result, the area has a varied landscape with the beautiful slopes of the Sierra Prieta and La Ventanilla, which can be reached through the pine forest of the Cuesta de Pino Alto. This is a journey of particular tourist interest, offering spectacular views over the Guadalhorce Valley.
The origins of human settlement in the area go back a very long time indeed: fossils found in the municipality of Alozaina show that people lived here many thousands of years ago, and that there was once a lake or sea here called Los Gavilanes. Fossil remains have also been found in the Jorox area, in the Cave of Algarrobo, where hunting utensils from the Upper Paleolithic era and two gold trumpets from the Bronze Age were discovered and are now in the Archaeological Museum in Malaga. There were decorated cups and other objects found in Iberian, and perhaps Phoenician, burial grounds, and the Romans left their mark here too in the Albar area of the Monte, with a column and a type of altar stone found there. Roman remains have also been discovered in the Ardite area.
With the arrival of the Moors the fortifications at Ardite and Aloçaina were built, and this led to the establishment of a fortified settlement that in turn led to the name of the town. It was visited by the troops of Ferdinand and Isabella in 1484, when the re-population of the area by Christians began. After the Morisco rebellion in 1568, the town was sacked and destroyed. Alozaina was declared a municipality on April 12th, 1492.