Ferrocarriles Suburbanos de Málaga was the company responsible for building the railway line that is now home to this Greenway. While tramways had preceded it in the area, the first section of the line —the one used by the Greenway— opened on 23 January 1908, running almost along the beach from Málaga city to the town of Vélez-Málaga.

This was just the beginning, as several possible extensions were considered. One plan proposed continuing along the coast towards Nerja and Almería, but it was never realised. What did open, however, was a spectacular 32 km inland branch climbing to Ventas de Zafarraya. And climb it did: from almost sea level on the coast to 912 m in elevation in Ventas de Zafarraya. Such a steep gradient over so short a distance was impossible for a railway relying only on wheel-to-rail adhesion, so up to three sections of rack-and-pinion railway (cremallera) were installed —one of only four such cases in all of Spain.

The line was well used by the people of Málaga, and despite its potential, the wave of closures that swept Spain’s railways in the late 1960s eventually reached it. The Rincón de la Victoria line was the last of the Suburbanos network to close, on 22 April 1968.