The Sierra de las Nieves area was studied in the 19th century by Swiss botanist Pierre Edmond Boissier and in 1933 by Luis Ceballos.
In 1970 a delimited area of the Sierra de las Nieves Range was declared a National Hunting Reserve. In 1989 it was declared a Natural Park covering an area of 202 km². In 1995 it was declared a Biosphere Reserve by UNESCO an in 1999 the park area was expanded to 300 km².
There are a considerable number of large caves in the park, several taking the traditional form of horizontal caverns. Three are of particular interest, namely:
- Hoyos del Pilar
- Hoyos de Lifa
- Cuevas del Moro
The area is known for its shafts. One of these, GESM, is one of the deepest in Europe and was named after the Grupo de Exploraciones Subterráneas de Málaga (GESM) that explored it in September 1978. The entrance to this shaft is located at 1670 m and it descends 1098 m with a few large drops. The Gran Pozo drops 115 m and the Pozo Paco de la Torre has a vertical fall of 194 m. At a depth of 900 m there are some interesting rock formations in the Sala de Maravillas, and Lake Ere is located almost at the bottom. It has still not been fully explored.
Sima de la Tinaja is located in the area of the Tajo de la Caina at an altitude of 760 m. It is 54 m deep. It can be reached from Tolox. Many prehistoric artefacts have been recovered from this cave and many are to be found in the Málaga Museum.
Some of the other shafts are mentioned here. The list is by no means exclusive and many are surely yet to be discovered.
- Sima Honda is located at an altitude of 1640 m and drops to a depth of 133 m and is formed from two vertical wells of 52 m and 80 m.
- Sima de Horcajuelos is located at an altitude of 1600 m, dropping only 22 m.
- Sima Bambi is near GESM and drops 7 m.
- Sima de las Grajas is located 500 m from the Quejigales recreation area and is 10 m deep.
- Sima de la Espalda is located near Hoyos de Pilar at 1750 m altitude and drops 38 m.
- Sima Erotica, located near Hoyo de las Pilones, is 103 m deep with various drops, one of which is 53 m.
- Complejo Raya Heleda located near Hoyos de Pilar is 57 m deep.
- Sima de las Palomas located near Hoyos de Pilar is 56 m deep.