Azokh Cave in the Karabakh range of the Lesser Caucasus has yielded one of the richest small mammal assemblages yet reported from the entire Caucasus region. Over 2770 dental and cranial remains from at least 24 taxa of insectivore, rodent and lagomorph have been studied from the Middle/Late Pleistocene (Units II–V) and Holocene (Unit 1) deposits at Azokh 1. Holocene samples were also studied from Azokh 5. The small mammal assemblages are dominated throughout by arvicoline rodents indicative of dry steppes and semi-deserts. Notable species include several regionally extinct arid-adapted or montane taxa, such as Ochotona (pika), Marmota sp. (marmot), Spermophilus sp. (ground squirrel), Chionomys nivalis (snow vole) and Allactaga spp. (jerboa). Hamsters (Mesocricetus sp., Cricetulus migratorius), jirds (Meriones spp.) and mole voles (Ellobius sp.) are also well represented throughout the sequence. Habitat preferences of extant representatives of the rodent and lagomorph fauna suggest that the landscape surrounding the cave was dominated by grassland/steppe interspersed with rocky ground. Small mammals that prefer more humid conditions and woodland or scrub vegetation are present as rare components of the Pleistocene fauna. Unit Vu has yielded the earliest Caucasian record of rat (Rattus sp.), a species previously thought to have been a relatively recent (late Holocene) introduction. Several species recovered from the Pleistocene and Holocene deposits are now scarce or no longer live in the region, adding to evidence for distributional changes of these taxa in the latter part of the Pleistocene and Holocene. The small mammal fauna shows broad similarities to those from semi-desert and steppe regions to the south, implying dispersals from the adjacent parts of Asia; there appear to be only tenuous links with the Pleistocene small mammals north of the Caucasus.