The study of mammal communities provides useful knowledge of paleoenvironments and paleoclimates during the Quaternary Period, and better documentation about the main fossil sites is making this task easier. Paleoecological reconstructions of this study are based on (i) rodent evolution and species richness, (ii) the cenogram method, and (iii) methods for quantifying climatic parameters. These analyses applied to a Pliocene–Quaternary faunal sequence of Spain indicate that a climatic change occurred at the end of the Pliocene when considerable cooling led to the onset of the glacial–interglacial cycles. Subsequently, during the Quaternary Period, alternating environmental patterns occurred, with a rather open and arid environment during the cold phases that contrasts with a somewhat more closed and comparatively wet environment during warmer phases. These observations are generalized from Spain to the remainder of the continent, noting that climatic conditions were less harsh and more arid in Spain than elsewhere in Europe.