In the Mediterranean, one of the most prized small pelagic species is the European anchovy (Engraulis encrasicolus). This species has long been targeted by fishermen in the southern Alboran Sea and the Mediterranean Sea. The objective of this research was to identify any linkages that may exist between environmental changes in the southern Alboran Sea and the reported drop in anchovy landings between 1983 and 2020. The method of forward stepwise regression was used, taking into account environmental indicators, such as sea surface salinity (SSS), sea surface temperature (SST), surface chlorophyll a (Chl-a), U and V wind components, NAO index, and Atlantic jet velocity. To select the best prediction models, generalized linear models (GLMs) were created and organized based on their corrected akaike information criteria (AICc) values. Trended time data were used to create six top models, which explained 60 to 79% of the variation in anchovy landings. Temperature, salinity, and the U wind component all displayed a negative association with anchovy landings. On the other hand, the Atlantic jets' velocity as they traveled through the Strait of Gibraltar was positively correlated with anchovy landings. When the trend component was taken out; however, none of the environmental variables could explain the variations in anchovy landings. This may imply that while environmental influences have an effect over the long term, they have little effect on the inter-annual time scale. Hence, the decline in landings of this species may be due to factors other than environmental change. Overfishing may have played a substantial role in the long-term decline in landings since this species was the most targeted of the small pelagic species in the study area.