Caves are extreme and inhospitable environments that can harbor several species of vertebrate and invertebrate animals. Among these animals are phlebotomine sand flies, vectors of parasites of the genus Leishmania that cause leishmaniasis. This study aimed to evaluate the species composition of sand flies of four caves, a cave located at Moeda Sul (MS) and three at Parque Estadual Serra do Rola Moça (PESRM), in the region of the Quadrilátero Ferrífero in the state of Minas Gerais, southeastern Brazil. Sand flies were collected with automatic light traps. Non-Metric Multidimensional Scaling, using a dissimilarity matrix calculated with the Jaccard index, and Multivariate Permutation Analysis were used to evaluate sand fly species composition among entrance, interior, and the surrounding environments of each sampled cave and to infer biological mechanisms from patterns of distribution among these different cave environments. A total of 375 phlebotomine sand flies representing 14 species and six genera were collected. The most abundant species were Evandromyia tupynambai (54.7%), Brumptomyia troglodytes (25.6%), Evandromyia edwardsi (6.1%), Psathyromyia brasiliensis (4.8%) and Lutzomyia longipalpis (4.3%). Thirty individuals were collected at MS, 16 inside the cave and 14 from its surroundings. At PESRM, five individuals were collected from the surroundings of cave RM38, 190 individuals from cave RM39 (48 in the cave and 142 from its surroundings) and 150 individuals from cave RM40 (42 in the cave and 108 from its surroundings). The results revealed a rich sand fly fauna with similar species compositions among the entrance, interior, and surrounding environments of each sampled cave, suggesting that both caves and their surroundings are important for maintaining sand fly communities.