Volcanic rock has been used for decades as a horticultural substrate worldwide. In Spain, the use of this material as a substrate is ancient; it was initially used in the Canary Islands because of its volcanic geological origin. At the University of Almería (Almería, Spain), three independent vegetable crops were grown under greenhouse conditions: sweet pepper, tomato, and melon. The volcanic rock came from a location in the geographic center of Spain, which facilitated logistics. Bags of volcanic rock (25 L) were used and were compared with a commercial coconut fiber substrate of an equal volume. All physical, physical–chemical, and chemical parameters of the volcanic rock were determined using European standard analytical procedures. Fertigation was applied, independently adapted to the physical, physical–chemical, and chemical characteristics of each substrate. The cultures were performed under a randomized complete block experimental design. Fertigation parameters, pollutant emissions, fruit production, and the quality of each culture were measured. The results showed that the assessed parameters of the volcanic rock substrate are not a limiting factor for its use as a horticultural substrate. The resultant production and quality were very similar among the three crops compared with a widely used commercial control. Therefore, volcanic rock emerges as a local, sustainable alternative to be used for soilless crop cultivation.