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Simple Summary: The cave fauna of the Macaronesian archipelagos is rich in endemic species. In this region, most studies have been carried out in the Azores and the Canary Islands. In contrast to these archipelagos, the arthropod fauna of the lava tubes of the Madeira has not been well studied. Madeira is the only island in this archipelago with lava tube complexes suitable for endogenous arthropod species. In the two known complexes, San Vicente and Machico (Cavalum), 13 endemic species have been recorded; among these, there are two critically endangered cave spiders of the genus Centromerus. These caves not only have no protection measures, and while they are not exploited for tourism, they are under serious threats by the frequent passage of people. The San Vicente complex, the largest on the island, has undergone profound structural modifications for its tourist exploitation but still, since its inauguration in 1996, receives thousands of visitors per year. Until now, faunal studies of Madeiran caves have been the result of casual collecting. This work is the first monitoring study of Madeira's cave fauna. One-year monitoring has been done in four lava tubes of Machico: the Cavalum lava tubes (I, II, III) and the Landeiros tube. This study aimed to make a species checklist of the cave fauna present. So far, only three species of Collembola have been described for the Madeira lava tubes. Here we describe four new species, Neelus serratus Jordana & Baquero sp. nov., Coecobrya decemsetosa Jordana & Baquero sp. nov., Coecobrya octoseta Jordana & Baquero sp. nov., and Sinella duodecimoculata Jordana & Baquero sp. nov., and we update the checklist of the Collembola of lava tubes from three to 16 species. At present, the Machico complex caves represent the island's only natural lava tube habitats and are probably the main contributor to Madeira's cave biodiversity. The cave fauna of the Macaronesian archipelagos is rich in endemic species. Unlike the Azores and the Canary Islands, the cave fauna of the Madeira archipelago is little known. The only two cave complexes studied, Machico and São Vicente, lack protection measures. São Vicente is seriously threatened because it is being exploited for touristic purposes, while the Machico complex, the only one in its natural state, is open to the public but without any control. The importance of the conservation of this cave fauna is indisputable. So far, of the 13 cavernicolous species recorded, two of them—genus Centromerus—are critically endangered. Apart from occasional sampling, no monitoring study has ever been carried out. The aim of this work has been to make a species checklist of the cave fauna of the Machico complex, the least studied so far. For this purpose, during 2001–2002, a monitoring study was carried out using traps and manual collections in the lava tubes of Landeiros and Cavalum (I, II, III). Fourteen species of springtails were recorded. Of these, four are new species, Neelus serratus Jordana & Baquero sp. nov., Coecobrya decemsetosa Jordana & Baquero sp. nov., Coecobrya octoseta Jordana & Baquero sp. nov., and Sinella duodecimoculata Jordana & Baquero sp. nov., and one is a new record for the archipelago, Lepidocyrtus curvicollis Bourlet, 1839. [ABSTRACT FROM AUTHOR]