It was born of Jiménez's previous radio program Milenio 3, which he created for Cadena SER in 2002 and continued producing as a brother program until 2015. Cuarto Milenio quickly became the face of the two, and it became such a audience phenomenon that it is popularly believed it carries the entire weight of its network Cuatro over its shoulders. Reasons for this, especially in a time anything resembling Paranormal Investigation is rarely respected, were its efficient stage production, its sheer journalistic eclecticicism and ability to address interesting topics, and ultimately the charisma of Jiménez himself. The latter usually describes Cuarto Milenio as not just a mystery show, but a way to draw people towards culture.
The program's place in pop culture is entertainingly divisive: in Spain, if you don't know Cuarto Milenio as just "that (scary) show about ufos and ghosts," you are probably a viewer who stays up late on Sunday nights to watch the heck out of it. In any case, the program has one of the longest list of science guests in Spanish television, as well as a series of big name fans (including film directors Alejandro Amenábar and Guillermo del Toro), and its influence reaches even the other side of the Atlantic.
This series has examples of:
- Abandoned Catchphrase: "Reality surpasses any fiction" seemed to be the official tagline of the show during the first few seasons, but it was quietly phased out and never brought up again.
- Adorkable: Jiménez often admits to be the first person to become excited about the things brought to the program, and it shows in his perennial energy and curiosity.
- Alien Autopsy: They debunked the Roswell autopsy tapes by having Dr. Cabrera analyzing it with the help of a prop one. Jiménez ended the episode stating that the show's team could have probably made a much more realistic fake had they had wanted.
- Arch-Enemy: The show's guests Enrique de Vicente and José Manuel Nieves, a parapsychologist and a hardline skeptic respectively, are this to each other. Their debates and verbal brawls are so legendary that they became an Ascended Meme and once received a special tribute.
- Jiménez's opening line has varied a lot in tone through the years, evolving from theatrical and ominous to friendly and energetical, but it usually contains "good evening and welcome to the Ship of the Mystery."
- Enrique de Vicente always says "and I'm not the one saying this, it is said by a scientist from..." in order to unveil a source.
- Constantly Curious: The kind of mindset Jiménez wants to inspire, as well as the one he sports himself.
- Cool Starship: The show's official nickname is La Nave del Misterio ("The Ship of the Mystery"), and its current opening sequence features a cool spaceship traveling through a variety of places, including alien worlds and the human body. During a few seasons, the show's set even simulated the inner chambers of some Ancient Astronauts spaceship.
- The Coroner: Dr. José Cabrera, one of the most famous usual guests of Cuarto Milenio for many years, was a forensics doctor.
- Dissonant Serenity: Prof. Manuel Martín-Loeches. He never ever lifts an eyebrow, regardless of how heated or wacky the debate around him becomes.
- Early Installment Weirdness: The show's first set was incredibly simple in comparison to later versions: a table, some dark curtains and a stone column covered in mystical hieroglyphics. A couple seasons later, the place was changed to a gloomy, newspaper-filled place resembling The X-Files's FBI unit, and every new version always follows the pattern of being large, messy and visually rich.
- Goth: The first atrezzo craftmaker, known by the apt stage name Óscar Dorian.
- The Lancer: Santiago Camacho used to be Jiménez's number two and foil in the program until his departure in 2018.
- Long Runner: Premiered a few days after Cuatro was launched, back in 2005, and now it's the last remnant of the channel's original lineup.
- Oh, Crap!: Jiménez and Porter had a brief one in 2014, when they had an on-set accident while showing replicas of supposedly real life cursed dolls. In midst of their talk, the clamp of one of the replicas suddenly broke and the entire thing fell down with a cracking noise, scaring the crap out of the two presenters. Jiménez had a laugh over it after the prop was checked, but his face during the scare was enough to tell.
- Patrick Stewart Speech: Jiménez sometimes does those.
- Red Oni, Blue Oni: Thematically, De Vicente brings conspiracy theories while Nieves brings scientific method. Their personalities qualify even more, as De Vicente is typically very vehement while Nieves is collected and poised, though any of the two can become the aggressor in an especially heated debate.
- Scenery Porn: The program used to have a segment specifically for this, named A vista de pájaro ("Bird's eye view").
- Shout-Out: Jiménez's speech patterns are a cross between Carl Sagan and Spanish nature divulgator Félix Rodríguez de la Fuente, who gets endlessly mentioned by Jiménez as his childhood idol. The show is also narrated by José María del Río, who voiced Sagan in the Spanish dub of Cosmos, and uses a spaceship theme just like Sagan's "Spaceship of the Imagination."
- The Shrink: Dr. Cabrera was one aside from a forensics doctor, as is Dr. José Miguel Gaona.
- Spin-Off: The show started as a spinoff of Milenio 3. It later had two spinoffs itself, a provisional news program named Cuarto Milenio Zoom and the current geopolitical show La Mesa del Coronel.
- Take That!: Jiménez is notoriusly disdainful of esotericists and strictly paranormal TV shows, particularly whenever they feature outrageous spiritualism, and he once took a shot at them by declaring, "in ''Cuarto Milenio we may not get live psychophonies and stuff like those shows do... but one thing I can say, in this program we are not going to lie to the audience."
- The World Is Just Awesome: An usual conclusion of the show.