The origins of this line date back to 1884, when it was first built to connect Villena and Alcoy, with a branch line to Yecla. Because of this, it was known as the “VAY” railway. In 1889 a project was launched to extend the line from Yecla to Jumilla to boost wine exports, and later in 1905 to Cieza, where it could connect with the Chinchilla–Cartagena mainline. Finally, in 1924, the Compañía de los Ferrocarriles Secundarios del Sud de España completed the extension from Yecla to Cieza.

Its trains became popularly known as the “Chicharra” (cicada), a nickname inspired both by their appearance and by the monotonous hum of the locomotives.

It was never a luxury railway, but rather a modest and popular service that connected the fertile plains of Cieza, the plateau, and northern Alicante province.

In 1965, the line came under FEVE management, but the combined pressure of economic difficulties and road competition sealed its fate. With an average speed of barely 15 km/h, it could not compete with faster and more flexible modes of transport. Its final journey took place on 1 July 1969.