Valencina (Seville, Spain) is one of the most important megalithic sites of the third millennium BCE in Western Europe. Among its most celebrated monuments are the tholoi of Montelirio, La Pastora, Matarrubilla, and Structure 10.042-10.049. Although sharing the same architectural tradition, these monuments were raised at different times of Valencina’s history and present important formal differences. In particular, the tholoi of La Pastora and Matarrubilla contrast with that of Montelirio in that they are devoid of artistic ornamentation such as paintings and engravings, showing instead an inordinate number of natural geological features. This study, focusing on La Pastora and Matarrubilla, offers an innovative approach to the notion of “megalithic art.” Firstly, these elements are characterized and classified and their natural origin established. Thus, the calcareous sandstone blocks dated from the Tertiary reveal structures on their surfaces generated by biological (bioturbation) and physical (by currents) processes during the Neogene. The surfaces of certain slabs of identical lithology at La Pastora experienced more recent intense marine bioerosion and bioconstructions in the form of Ostrea preserved to this date. Secondly, we emphasize the choice of different rock types following a certain pattern or serving to highlight a particular constructive element. In sum, all the natural elements bear highly aesthetic qualities and appear to have been deliberately chosen to highlight specific decorative or symbolic aspects. As a result, we suggest that future research on “megalithic art” should include analogous geological examinations in order to discern the origin and nature of the different elements.