Azorean lava-tubes and volcanic pits adequately sampled for arthropod fauna were evaluated for species diversity and rarity. An iterative partial multiple regression analysis was performed to produce a multi-criteria index (Importance Value for Cave Conservation, IV-CC) incorporating arthropod species diversity indices but also including indices qualifying cave geological and management features (e.g., the diversity of geological structures, threats, accessibility). Additionally, we calculated complementarity solutions (irreplaceability and Fraction-of-Spare measures) for each cave with different targets per species, i.e., the minimum number of caves needed for each species to be represented either once or twice. Our results clearly show that to preserve all troglobiont arthropods endemic to the Azores, it is crucial to protect several caves per island. As many as 10 and 15 caves are needed to include one or two occurrences, respectively, per species.