The Aznalcollar tailings dam failure moved the Spanish authorities to pay attention to tailings deposits. The Almagrera tailings dam holds one of the largest mining waste deposits in Andalucia. The dry closure of this dam has been detailed in this manuscript. Some serious difficulties had to be solved. Firstly, the dam had undergone up to five raisings before the closure operations started, and this process had not been properly documented. Secondly, the reservoir water was contaminated by the toxic tailings placed several metres below and, due to the high acidity of this water, the geotechnical characterization of the tailings deposit has been really challenging. Thirdly, the definition of the model itself has been a complex task due to the consideration of many phases and different hypotheses. In the finite element calculation, a constitutive model of perfect non-associated plasticity has been used for the dam and a soft soil creep model for the tailings. Next, it has been decided to decontaminate a closed mine by placing its abandoned material—Las Vinas fill—on top of the tailings deposit inside the reservoir. This operation generated important settlements on the tailings deposit. These settlements had to be accelerated by placing drainage wells to avoid the cracking of the final cap. The safety factor during the dry closure operations under dynamic loading was insufficient and a compacted rockfill reinforcement had to be laid on the downstream slope of the dam. Very few papers describe a successful dry closure of a tailings dam as is done here.