The most important pelagic artisanal fishery of the Colombian Caribbean Sea is the Atlantic thread herring (Opisthonema oglinum) and the associated species scaled herring (Harengula jaguana), round sardinella (Sardinella aurita), and scad (Decapterus punctatus). The largest aggregations of these small pelagics were found in the La Guajira area, where the local oceanography is modulated by seasonal upwelling intensity. We analysed the associations between the distribution of these small pelagic fishes and the environmental variables. A cumulative frequency method and a Monte Carlo randomization were used to detect associations between fish density and environmental variables. The adults of Atlantic thread herring were found in the upwelling area of La Guajira Peninsula and were associated to waters with temperature and salinity values higher than 25.5 and 36.7 °C, respectively. During December, a nursery area was found in the southern portion of the study area and the juveniles of Atlantic thread herring showed preference for temperatures higher than 27.4 °C. Scaled herring was found to be associated with temperatures (>25.7 °C) and salinities (>36.8). Scad and round sardinella were also associated to temperatures and salinities higher than 25 and 36.6 °C. Our results suggest that the dynamics of the upwelling area may influence the spatial distribution and abundance of small pelagics in the Colombian Caribbean Sea.