The Sima de los Huesos (Sierra de Atapuerca) cranial remains found up to and including the 1995 field season are described and compared with other fossils in order to assess their evolutionary relationships. The phenetic affinities of the Sima de los Huesos crania and a large sample of Homo fossils are investigated through principal component analyses. Metrical comparisons of the Sima de los Huesos and other European and African Middle Pleistocene fossils with Neandertals are performed using Z-scores relative to the Neandertal sample statistics. The most relevant cranial traits are metrically and morphologically analyzed and cladistically evaluated. The Sima de los Huesos crania exhibit a number of primitive traits lost in Upper Pleistocene Neandertals (especially in the braincase, but also in the facial skeleton), as well as other traits that are transitional to the Neandertal morphology (particularly in the occipital bone), and features close to what is found in Neandertals (as the supraorbital morphology and midfacial prognathism). Different combinations of primitive and derived traits (shared with Neandertals) are also displayed by the other European Middle Pleistocene fossils. In conclusion, the Sima de los Huesos sample is evolutionarily related to Neandertals as well as to the other European Middle Pleistocene fossils. In our opinion, all the European Middle Pleistocene fossils belong to the Neandertal lineage, and none can be included in an Afroeuropean common ancestor of Neandertals and modern humans.