Rock magnetic cyclostratigraphy was measured in the Barremian–Aptian Cupido (‘Cupidito’) Formation, northeastern Mexico. The goal was to develop an objective evaluation of palaeo-environmental variability recorded in the formation that is independent of facies analysis and interpretation. Anhysteretic remanent magnetization (ARM) was used to estimate magnetic mineral concentration variations for the upper 143 m of the formation, which is characterized by metre-scale carbonate cycles representative of inner- and middle-shelf marine environments. Isothermal remanent magnetization acquisition experiments and scanning electron microscope (SEM) examination indicate that micron-sized detrital magnetite from eolian dust carries the ARM signal. At the sampled sections from Garcia and Chico canyons, 25 km apart, ARM records a synchronous 30–35 m oscillation with maxima coinciding with fourth-order sequence boundaries, superimposed with prominent high-frequency variability. Calibrating the 30–35 m oscillation to a 405 kyr period (long eccentricity cycle) focuses the high frequencies into short eccentricity, obliquity and precession index bands; the precession-band signal modulates with an eccentricity signature. The ARM signal is correlated between sections, but decoupled from the interpreted fifth-order depositional cycles. ARM amplitudes diminish up-section with facies suggesting deepening conditions that diluted magnetite concentration. This probably signals a warming, increasingly humid climate, changing global circulation and/or greater dispersal of magnetite grains.