The Cerro de los Batallones (Los Batallones Butte) is located in the central-northern area of the Madrid Basin, central Spain. Six vertebrate localities containing a large variety of mammals together with amphibians, fishes and plant remains of Upper Vallesian Age (Late Miocene) have been found associated with the sediments forming the butte. From bottom to top, these sediments consist of magnesian lutite beds (Unit I), palaeosols formed of sepiolite and opal (Unit II), and siliclclastic, marlstone and carbonate beds (Unit III). Both the patch-like geometry and the composition of the deposits bearing the Upper Vallesian fauna indicate that their accumulation took place in cavities which acted as traps for both carnivores and herbivores. Although there is not conclusive evidence for the precise mechanism of formation of the holes, a combined effect of vertisol development followed by subsurface erosion processes ("pseudokarst") can be suggested as most reliable. Moreover, formation of the vertebrate localities of Cerro de los Batallones could provide some clues on the geological evolution of the Madrid Basin during the Upper Miocene