Marine Isotope Stage 5 (MIS 5) is well represented in palynological studies of North Atlantic marine cores but in only a handful of archeological sequences from the adjacent Iberian landmass. In this paper, we undertake a multi-proxy analysis of small mammal assemblages (insectivores, bats, and rodents) from a 6 m-thick succession, dated to MIS 5a-5b (Layers 7–22), situated in the southeastern edge of the Central Limestone massif of Estremadura at Gruta da Oliveira, near Torres Novas, Portugal. Application of quantitative (Habitat Weighting, Simpson's Diversity Index) and qualitative (Mutual Ecogeographic Range, Bioclimatic Model, Quantified Ecology) methods suggest that open woodland habitats were dominant through the time of accumulation with reconstructed mean annual temperatures (MAT) tracking the 18O curve from the NorthGRIP ice core, from the end of MIS 5c to the beginning of MIS 4. Our findings are consistent with the general trends derived from other Gruta da Oliveira proxies (wood charcoal, coprolite pollen, large mammal associations), limited evidence from other MIS 5 terrestrial sites in Iberia, and offshore marine palynological records.