Evidence of the former glories of this town can be seen in the remains of the city of Begastri, occupied by both Romans and Visigoths, and an episcopal see up until the Moorish invasion. In fact, the whole of this territory is layer upon layer of all the various cultures that established themselves here, the first settlers going back to 2400 BC. Reconquered by Alphonse VI with 1,000 horsemen and 11,000 infantrymen, Cehegín is one vast hilltop monument. Its famous mediaeval quarter (a Historical and Artistic Ensemble) owes its layout to the Arab settlements in the upper part of the town, and is a monumental gallery of stately homes, churches, convents, palaces and public buildings, some of indisputable value, such as the Church of la Magdalena, the Palacio Fajardo (an example of Murcian Baroque) or the Peña Jaspe.

Aside from the indisputable value of its historical and cultural ensemble, Cehegín has a number of delightful surroundings: the fertile valley viewed from the Plaza de la Constitución, the site known as Hoya de Don Gil, or the Argos Reservoir, even the town itself huddled around the hill, are all well worth a look.