Understanding the fluctuations in cave air concentrations and their climatic control is substantial not only to preserve the quality of indoor atmospheres but also to avoid the risk related to the presence of hazardous substances. In this study, we investigated the most influential factors affecting 222Rn and CO2 concentrations, the nature of their dynamics, and their coupling with climatic variations. For this purpose, we combined a set of mathematical methods that included a statistical and wavelet analysis of a 6-year time series in Rull Cave (Spain). Generally, the 222Rn and CO2 dynamic in cave air showed similar patterns. However, the obtained results show that these gases have a different frequency response. Thus, the annual component of 222Rn and CO2 is controlled by the relationship between external and internal temperatures. At low frequencies, both gases are affected by the same variables when the cave atmosphere reaches a minimum concentration. However, when the cave atmosphere is isolated from the outdoors, 222Rn and CO2 behave differently and disturbance caused by the visitors is evidenced in terms of the CO2 concentration; the latter observation was confirmed by the wavelet analysis at high frequencies. In contrast, the 222Rn concentration shows important variations following rainfall, which was weakly identified in the CO2 concentration.