The origin of this castle seems to date back to the end of the 14th century, when King Enrique III granted the town of Adrada to the Condestable Ruy López Dávalos as a place of recreation for the Castilian royalty and nobility, who found abundant game in the beautiful valleys and mountains that surround it, rather than for warlike actions.

In the following century, the keep was raised and a large artillery cube was built to adopt the usual defences, and in the 16th century, the castle was transformed into a Renaissance palace with porticoes in the Castilian style.

Its possession passed into the hands of Don Alvaro de Luna, in the time of King Juan II and after his fall from grace and execution in 1453 it became part of the crown's assets, until his successor Enrique IV gave it back into noble hands in the person of his favourite D. Beltrán de la Cueva, who kept it for himself and his successors with the title of marquisate in the 16th century. In the 17th century it passed to the House of Montijo, a family that held it until the mid-19th century, when it passed to the House of Alba.