The Arriaga Palaeolithic sites, located within the Middle–Late Pleistocene thickened terrace (TCMZ: + 18–22 m) of the Manzanares River valley (Madrid, Central Spain), were subject to intensive archaeological and palaeontological prospecting during the 1980s. Compilation of documents from these old excavations, together with new geoarchaeological, sedimentological, pedological and geophysical data, allow us to locate the morpho-stratigraphic position of the analysed sites within the overall stratigraphy of the TCMZ. This thickened terrace comprises two main fluvial sequences (Lower and Upper) topped by a thick (2.5–5 m) alluvial–colluvial formation. The fluvial sequences are stacked in the study site located in the lowermost reach of the valley, but display complex inset relationships upstream, where they are individualized in two different terrace levels at + 18–22 and + 12–15 m. Terrace thickening was primarily controlled by synsedimentary subsidence caused by dissolution of the evaporitic substratum and locally influenced and backfed by tectonic activity. The regional analysis of the dated (TL and OSL) fluvial sequences containing Palaeolithic sites within the TCMZ, together with new TL dates provided in this study, indicate that the three sedimentary sequences in the TCMZ are time-transgressive valley-fill bodies. Terrace thickening started before the Last Interglacial Period (MIS 6 or older) and continued during whole MIS 5 (lower fluvial sequence) and MIS 4 (upper fluvial sequence) reaching the MIS 3 (top alluvial formation), the latter characterized by the accumulation of alluvial–colluvial sequences derived from the main tributaries and valley slopes. The TCMZ records the Middle–Late Pleistocene boundary, but also the transition between the Lower and Middle Palaeolithic periods during the Late MIS 5 (ca. 96 to 74 ka). The studied Arriaga sites contain evolved Lower Palaeolithic industry (evolved Acheulean techno-complexes) and warm faunal assemblages located within the Lower fluvial sequence, but apparently well constrained Middle Palaeolithic sites are placed within the Upper fluvial sequence at other upstream locations. Deposition of the thickened alluvium was mainly controlled by the upstream advance of dissolution-induced subsidence phenomena, blurring the impact of Late Pleistocene climatic cycles and producing time-transgressive longitudinal valley-fill bodies (i.e. sedimentary sequences). Late Quaternary climatic changes only seem to control the incision/aggradation cycles after the termination of the TCMZ from the Late MIS 3. Dates related to the development of younger inset terraces indicate that they are apparently linked with cold Heinrich events H4 to H1. These younger inset terraces yield cold faunal assemblages and abundant Middle Palaeolithic “Mousterian” assemblages Departamento de Geología, Escuela Politécnica Superior de Ávila, Universidad de Salamanca, España Departamento de Arqueología, Paleontología y Recursos Culturales, Auditores de Energía y Medio Ambiente, S.A., España Departamento de Edafología, Universidad Politécnica de Madrid, España Dirección General de Patrimonio Histórico, Comunidad de Madrid, España Técnicas Geofísicas S.L., España Departamento de Geología y Geoquímica, Universidad Autónoma de Madrid, España Área de Investigación en Peligrosidad y Riesgos Geológicos, Instituto Geológico y Minero de España, España Peer reviewed