From ancient times La Caldera was an aboriginal village of the Changos, whose legacy can be observed in the lifestyle of their current descendents, fishermen and shellfish gatherers, and also by the findings made in old settlements and ceremonial sites. As coastal nomadic people, Changos have left vestiges in many bays of northern Chile.

Other ethnic or aboriginal groups have represented their lives in the area, where rock art and engravings, thatched huts and inns, small stone arrowheads and big rafts made of sea lion skin, evidence a pre-Hispanic past full of crafts and works, rituals and prayers, life and death.

In 1850, Caldera was founded as a shipping harbour for ore which became the most important mining port of the country, which gave birth to the first Chilean train, which hosts the first secular graveyard of the nation and which was scenery for great episodes of the history of Chile and Atacama.