Zuheros was originally settled by the Ibericos Pleno to protect an ancient roadway known as the Camino de los Metedores, the smugglers track. The Romans followed shortly afterwards, leaving behind them relics found in the Las Cuevas de los Murcielagos. Towards the end of the ninth century, Banu Himsi soldiers built a castle on the impregnable rocks, called Sujaira. Originally, it belonged to the Cora de Elvira (Granada), and was fortified at the end of the twelfth century.
In the year 1240, the settlement was conquered by Fernando III, placing the castle under seigneurial jurisdiction and thus strengthening the border with the Nasrid Kingdom of Granada. Alfonso X "El Sabio" gave it to his son, Infante Don Juan, but, following the breach of an agreement, Sancho IV ordered a conquest for the Council of Códoba in 1293, so the village remains until today under its jurisdiction.
In the fifteenth century it belonged to the House of the Donceles, which instituted it in Mayorazgo. The local inhabitants participated in the Battle of Lucena with their Lord Alonso de Córdoba, aiding in the capture of Boabdil.
At the end of the seventeenth century the House of Zuheros, by marriage ties, passed to the Marquis of Algarinejo, who, during the eighteenth century, became part of the Marquesado de Valenzuela and the County of Luque, through Francisco Rafael Fernandez of Córdoba Venegas, to which Zuheros belonged until the disestablishment of the Señoríos.In recent years, growing rural tourism has granted great recognition to Zuheros. The Cueva de los Murciélagos, with boosted promotion, was declared a Natural Monument by the Junta de Andalucía in 2002. The town itself was also declared an Asset of Cultural Interest in 2003. The Sierras Subbéticas Natural Park and a Via Verde of the Subbética are thereby experiencing a new economic impulse.