Outcrop and drillhole data from throughout the greater Albuquerque valley indicate that early to early-late Pliocene fluvial sediments accumulated in a closed depositional basin. In the Miocene, chiefly fine sand and silt were deposited in the Rio Grande rift (Cochiti to San Acacia) in several structurally and sedimentologically isolated sub-basins. By late Miocene, the rate of tectonic subsidence decreased and the sub-basins eventually filled and integrated, but no southward outlet existed between the Los Pinos Mountains and the Mogollon-Datil volcanic field. Distal fan, alluvial flat, and playa deposits accumulated in the southern Albuquerque valley through late Miocene. Early Pliocene coincided with onset of cooler, wetter climate that enabled alluvial streams to transport significantly coarser detritus; this change is marked by a conspicuous, widespread channeled disconformity of boulder-cobble Pliocene gravel over Miocene fine sand and silt around the basin margins. The Pliocene sediments show progressive decreases in maximum and average clast sizes along paleocurrent trends toward the center of the Pliocene basin and sympathetic increases in gypsum, consistent with the closed-basin depositional setting. Numerous oil-exploration and water wells show no boulder-cobble gravel deposits that might have been deposited by a Pliocene through-flowing axial stream system. We conclude a through-flowing Rio Grande did not exist at Albuquerque until basin drainage was captured southward through Socorro, perhaps as early as 2.8 Ma. Basalts erupted from Isleta volcano at 2.8 Ma flowed down tributary valleys toward the basin center; further erosion is suggested by nearby 2.6 Ma Black Mesa basalts that lie at lower altitude. These relations indicate the first "ancestral Rio Grande" was probably formed in early-late Pliocene, when it began eroding the terminal Santa Fe Group deposits of closed-basin rift-fill.