Located at the crossroads between Africa, Europe and Asia, the Southern Caucasus is a prime location to study occupations by H. heidelbergensis, H. neanderthalensis and anatomically modern humans. Azokh Cave is an important site for the understanding of human evolution in its archaeological, palaeontological, environmental and ecological context. The main objective of this work is to use rodents to infer the climatic and environmental conditions that prevailed during the formation of the site. The small-mammal remains come from the archaeological excavation campaigns carried out in Azokh 1 in 2003, 2005, 2014, 2015 and 2018; they are from Unit V, Units III–IV and Unit II. The small-mammal assemblage is composed of at least 13 taxa: seven arvicoline, two cricetine, two gerbilline, one dipodid and one murine species. Units III–IV do not yield enough material to draw palaeoclimatic inferences. The palaeoclimatic conditions for Units V and II, ascertained by means of the bioclimatic model, suggest temperatures and precipitation similar to nowadays; the climate seems to be relatively warm-temperate in both units. The palaeoenvironmental reconstruction by means of habitat weighting points to an environment mainly composed of desert and steppe habitats, as well as portions of grassland and forest. This interpretation differs from that inferred from the large-mammal and archaeobotanical data, which indicate a woodland environment. These differences could be explained by the origin of the accumulation. There was no evidence of a major palaeoenvironmental or palaeoclimatic change between the Middle and Late Pleistocene layers, indicating favourable conditions throughout the study period.