Villanueva is an unincorporated community and census-designated place in San Miguel County, New Mexico, United States. Known as La Cuesta until 1890, it is located along the Pecos River and New Mexico State Road 3.

Prior to 1786, when a peace treaty was concluded with the Comanche, Spanish settlements in New Mexico were confined to the Rio Grande valley. The reduced threat from Comanche raids permitted the expansion eastwards of Spanish settlements onto the Great Plains. Villanueva was one of the settlements founded in the Pecos River Valley as part of that expansion. A principal reason for founding the Pecos Valley settlements was to defend the Spanish and Pueblan settlements in the Rio Grande valley from raids by Apache and other Indian peoples.

La Guta, Our Lady of Guadalupe Groto, built and maintained by Pedro Gallegos.

Villanueva State Park is nestled between high sandstone bluffs that form a canyon along the Pecos River. Camp or picnic under the shade of cottonwood trees. Enjoy fishing, birding, wildflower viewing, or hiking the trails along the canyon walls.