The Mediterranean is a semi-enclosed sea, with a narrow natural connection —the Strait of Gibraltar— through its western basin to the North Atlantic. Many studies have investigated how the inflow of North Atlantic Surface water into the Mediterranean shapes the faunal composition and abundance of the shallow-water benthic communities of the Western Mediterranean. However, the reverse effect remains little explored, that is, at what level the relatively deep (>200 m deep) outflow of Mediterranean water (MOW) exports bathyal Mediterranean benthos into the North Atlantic and what is the fate of the exported fauna. In this study, we have investigated that process, using the bathyal sponge fauna known from a total of 9 biogeographical areas in the Northeastern Atlantic and 9 in the Western and Central Mediterranean, which accounted for a total of 456 spp. Prior to this general analysis, an exhaustive description of the bathyal sponge fauna (82 spp.) associated to 8 mud volcanoes located in the Gulf of Cadiz (Eastern North Atlantic) was conducted. This was necessary because the bathyal sponge fauna in the North Atlantic zone adjacent to the Strait of Gibraltar remained relatively poorly studied and that situation hindered relevant comparisons with the much better known bathyal fauna of the Western Mediterranean. The results of the clustering, ordination and regression analyses first revealed that the bathyal sponge fauna described from the mud volcanoes field in the Gulf of Cadiz was not essentially different from that previously described in pre-existing studies of other bathyal environments in the Gulf of Cadiz. The large scale subsequent assessment across the Atlantic-Mediterranean biogeographical gradient revealed that the sponge faunas of all Western Mediterranean areas form a relative cohesive group, except for the idiosyncratic nature of the Tyrrhenian Sea. More importantly, the deep-sea sponge fauna of the Gulf of Cadiz (in the easternmost Atlantic side of the Atlantic-Mediterranean gradient) showed more affinity with the fauna of the Western Mediterranean than with the fauna of the remaining Northeastern Atlantic areas considered in the study (i.e., Cape Verde, Canary Islands, Madeira, the Moroccan slope, Lusitanian Banks, Southern Azores Banks and Azores). The Mediterranean area with the highest faunal similarity to the Gulf of Cadiz was the Alboran Sea, followed by the Gulf of Lion, the Strait of Sicily and, the Gulf of Taranto, sharing collectively about 17% of their species. These patterns of faunal affinities clearly illustrate the importance of the MOW in transporting components of the Mediterranean deep-sea sponge communities towards the bathyal communities of the Gulf of Cadiz. The contrasting low faunal affinity between the deep-water sponge fauna of the Gulf of Cadiz and the remaining North Atlantic areas considered in the analyses also revealed that the Mediterranean faunal export is largely circumscribed to the Gulf of Cadiz. It is likely that the North-Atlantic trajectory of the MOW, turning north after the Strait of Gibraltar and staying attached to the slope of the Iberian margin, hinders subsequent colonization of the slopes of the Macaronesia region by the deep-water Mediterranean sponges exported to the Gulf of Cadiz. The results of this study, combined with previous literature on biogeographical sponge transport by marine currents, suggest that the sponge fauna provides a useful tool to reveal the future shifts in the biogeographic patterns predicted in our man-impacted and changing ocean.