The Murcia-Caravaca de la Cruz railway, which now forms the basis of this greenway, was built at the expense of the State when private companies saw little business in the railways. The original route was going to run between the towns of Fortuna and Caravaca de la Cruz. However, before construction began, the initial section was modified with the aim of connecting with Alguazas and, from this station, with the provincial capital, thereby making the line more profitable. Construction finally started in 1925, standing out especially in the field of bridges and viaducts, which were prominent features of this railway.

Although construction was completed in 1931, the line was not opened until two years later, specifically on May 28, 1933. It had a modest outlook right from the beginning, with its situation going from bad to worse when the competition of the road grew. In 1964, steam passenger trains gave way to diesel ones, which were more economical, faster and more reliable. But this did not improve the situation of a railway that was undergoing a gradual death. Thus, on April 15, 1971, all services between Alguazas and Caravaca were suspended, while the rails and sleepers were soon raised. However, the section that linked Alguazas (a connecting point with the Chinchilla-Cartagena railway) with the Murcia-Zaraiche terminus station was saved from the removal of the tracks, being shortened somewhat later as far as Espinardo. This section remained open until the early nineties for the use of the odd freight train.

From 1998 to 2011, this railway line was upgraded as a greenway in two phases, and some of its stations have been rehabilitated as hostels, thanks to the work of the Ministry of the Environment (Nature Trails Programme) and the Murcia Government.