Founded in 1931 after the fusion of CD Cieza and Cieza FC, the club played in one Tercera División season in 1932–33 before ceasing activities in 1936 due to the Spanish Civil War. Four years later, after the war ended, the club returned to an active status, and returned to the third tier in 1943.
After eight consecutive seasons in Tercera, Cieza folded in 1951. The following year, the club was refounded as Educación y Descanso Cieza, returning to the third division in 1955 (already renamed to Cieza Club de Fútbol) and remaining in the category for 13 campaigns.
In 1969, after Cieza's dissolution in the previous year, the club was refounded, but only started playing in a senior competition in 1970. They achieved promotion to Tercera División in 1980, and achieved a first-ever promotion to Segunda División B in 1987.
- Club Deportivo Cieza (1931–1936; 1940–1951; 1962–1968; 1969–)
- Educación y Descanso Cieza (1952–1954)
- Cieza Club de Fútbol (1954–1962)