La Cienega is a census-designated place (CDP) in Santa Fe County, New Mexico, United States. It is part of the Santa Fe, New Mexico Metropolitan Statistical Area. The population was 3,007 at the 2000 census. According to the United States Census Bureau, the CDP has a total area of 13.4 square miles (35 km2), all of it land. The South End of the Rockies Historical Marker, marking the southern terminus of the Rocky Mountains, is about three miles west of La Cienega.