The southern Apennines (Italy) chain is a fold-and-thrust belt mainly derived from the deformation of the African–Apulian passive margin where shallow-water, basinal, and shelf-margin facies successions, including fine-grained sediments, occur. Here, we provide a review of the geochemistry of Meso–Cenozoic shales from the Lagonegro basin to elucidate provenance and paleoweathering. The different suites of these shales are dominated by 2:1 clay minerals and are Fe shales and shales. An R-mode factor analysis suggests Ti, Al, and LREE (F1) and K2O-MgO (F2) covariance, likely related to the illite → smectite → kaolinite evolution during weathering. HREE and Y are distributed by phosphate minerals, suggesting LREE/HREE fractionation. The CIA paleoweathering proxy rules out non-steady-state weathering conditions and indicates that the source area was affected by moderate to intense weathering. The paleoprecipitation values derived from the CIA-K and CALMAG indices show median values in the 1214–1610 mm/y range. The Eu/Eu*, Sm/Nd, and Ti/Al provenance ratios point toward a UCC-like source excluding any mafic supply and suggest that the Lagonegro basin was connected, through a southern area, with the African cratonic area. However, the Eu/Eu* median value of the southern Apennine shales is quite similar to the value of the Archean shales, possibly indicating a less differentiated component. This is consistent, in many samples, with the value of the (Gd/Yb)ch ratio, suggesting that the shales likely incorporated ancient sediments derived from African Archean terranes through a cannibalistic process.