The pre-Columbian history of western Cuba is synonymous with the Guanahatabeys, a group of nomadic Indians who lived in caves and procured their livelihood largely from the sea. Less advanced than the other indigenous peoples who lived on the island, the peaceful, passive Guanahatabeys developed more or less independently of the Taíno and Siboney cultures further east. These people were extinct by the time the Spanish arrived in 1492.

Post-Columbus the Spanish left rugged Pinar del Río largely to its own devices, and the area developed lackadaisically only after Canary Islanders began arriving in the late 1500s. Originally called Nueva Filipina (New Philippines) for the large number of Filipinos who came to the area to work the burgeoning tobacco plantations, the region was renamed Pinar del Río in 1778, supposedly for the pine forests crowded along the Río Guamá. By this time the western end of Cuba was renowned for its tobacco and already home to what is now the world's oldest tobacco company, Tabacalera, dating from 1636. Cattle ranching also propped up the economy. The farmers who made a living from the delicate and well-tended crops here became colloquially christened guajiros, a native word that means – literally – 'one of us.' By the mid-1800s, Europeans were hooked on tobacco and the region flourished. Sea routes opened up and the railway was extended to facilitate the shipping of the fragrant weed.

These days tobacco, along with tourism, keeps Pinar del Río both profitable and popular, with Viñales now the third-most-visited tourist destination in Cuba after Havana and Varadero.