Looking for things to do in Costa del Sol Spain other than going to the beach? It’s no secret that most visitors to Costa del Sol come only to enjoy the good weather, work on their tan on the beach, and drink cheap cocktails.
And rightly so, there are so many wonderful beaches in Costa del Sol.
That said, after living several years on Andalucia’s sunshine coast, I can attest that anyone coming only for that misses out on so much!
Costa del Sol is jam-packed with charming hillside villages and vibrant coastal towns to visit. But the golden coast is also protected by intriguing mountain ranges where you can hike through rivers and ravines, and climb peaks with spectacular views.
Read on to explore what to do in Costa del Sol so that you can plan your perfect, adventure-filled itinerary.
Disclosure: This post may contain affiliate links. That means that if you make a purchase through one of those links, I will get a small commission at no extra cost to you.
Hi, I’m Linn Haglund, the face behind Brainy Backpackers. I’ve been based in Spain for the last 10+ years, and travel locally and abroad whenever I have a chance. I’m passionate about responsible travel, slow and off the beaten path travel, and outdoor activities, especially hiking. I’m currently slow traveling in my van Persistence (Persi among friends) with my fiancée Mohammed and rescue puppy Atlas. I’m excited to help you explore this planet responsibly!
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Things to do in Costa del Sol
Visit Nerja Caves
Nerja Caves is one of the top attractions in Costa del Sol. Humans have inhabited the prehistoric caves for thousands of years. It was discovered by a group of teenagers in 1959.
Only about a third of the caves are open to the public, but the halls you enter are nothing short of spectacular.
The main highlight is the world’s largest stalagmite at 32 meters high. Besides, several rock paintings have been found that you can see in the museum.
After your visit, head down to the door below the restaurant’s right side for a unique, immersive 3D experience of the cave’s history. It’s easy to miss, but such an epic experience!
Take a sunset cruise in Malaga
There’s no arguing, taking a sunset cruise in Malaga is by far one of the best things to do in Costa del Sol Spain.
Seeing the sun dip behind the mountains and color the sea pink is one of my favorite moments and it doesn’t get much better than in Malaga after a long day of sightseeing.
There are several boat trips in Malaga you can take, but I recommend this sunset cruise by Fly Blue from Muelle Uno which goes every day before sunset.
Explore Colomares Castle
Visiting Colomares Castle in Benalmadena is by far one of the best things to do. Costa del Sol is home to a few spectacular castles, but this is unique.
Colomares castle was never built as a castle to live in, and doesn’t have a dramatic history as most of the other castles near Malaga. This was solely built as a monument commemorating Christopher Columbus and the Age of Discovery.
It’s one of the coolest things to see in Costa del Sol and among the top attractions in Benalmadena, so make sure you don’t miss out on this gem!
Make sure you read my post about why visit Benalmadena if you’re considering setting your vacation there.
Stroll around Marbella’s old town
One of the best things to do in Marbella and Costa del Sol is to stroll around the city’s beautiful city. With its charming alleyways and quaint squares like Plaza de Los Naranjos it’s not so strange that Marbella comes out as one of the most beautiful cities in Andalucia.
Marbella Old Town also offers great shopping with several boutique stores where you can find unique clothes and handmade artifacts to bring home.
Bathe in ancient Roman thermal baths
One of the most unique things to do at Costa del Sol’s inland region is to head to the Roman Baths of Hedionda.
The thermal baths are set in nature and are free to enter. It gets busy in the summer, mainly with locals, so I recommend going in spring or fall. That said, Mohammed and I went swimming there last December, and it was perfect for sunbathing after the bath, so don’t miss out even if you visit Costa del Sol during the winter months.
The ancient bath is said to have cured Julius Cesar and is a popular place to visit if you stay in Manilva or Casares. But it’s just a 20-minute drive from Estepona and 35 minutes from Marbella.
Go kayaking in Nerja
One of my favorite activities in Costa del Sol is to go kayaking in Nerja. The area along Maro’s cliff off Nerja’s Burriana Beach is the most spectacular place to kayak in Costa del Sol, with crystal clear water.
You’ll pass natural waterfalls cascading into the sea and secluded beaches while kayaking between rock formations jutting out of the water.
You can either rent a kayak or go on this guided group tour. This is great if you’re traveling solo or it’s your first time kayaking. It’s also great if you go with kids, as the guide will provide extra security.
I’ve done it several times and love that they provide photos in the tour so I can leave my phone on dry land.
Walk El Caminito del Rey
When considering what to do in Costa del Sol, Spain, don’t miss out on walking El Caminito del Rey. While it used to be considered the most dangerous hike in the world, it underwent a complete makeover with a new safe path above the old one, pinned 100 meters above ground.
It goes along the wall of Gaitanes Gorge, which is absolutely gorgeous, and I can’t recommend this enough!
Make sure you book your tickets in advance to ensure a time slot that works for your itinerary. For ease, book this guided tour including transport from and back to Malaga.
Visit Alcazaba and Gibralfaro in Malaga
Malaga’s two main castles can’t be ignored when looking for things to do on Costa del Sol. The Alcazaba was built by the Moors to protect the city in the 11th century. Later, it was used as a palace fortification.
The Gibralfaro was built 3 centuries later on top of the hill to protect the Alcazaba. They are both among the best things to see in Malaga and boast exceptional views.
You can purchase Alcazaba of Malaga tickets at the entrance with a joint ticket to Gibralfaro, so that you can skip the line once you reach Gibralfaro.
However, I recommend getting this guided tour of the castle to learn more about its history, which is a central part of Malaga’s heritage.
Take a day trip to Gibraltar
One of the best things to do in Costa del Sol is actually to leave the country and explore the tiny British peninsula of Gibraltar. So don’t forget your passports and make sure you check if you’ll need a visa!
What makes Gibraltar so unique is that it’s the only place in mainland Europe where you can see wild monkeys. Very cute and very cheeky!
But there are many great things to do in Gibraltar on a day trip like taking the cable car up to The Rock where you get the iconic views, and get underground inside St. Michael’s Caves.
Read more about taking a day trip to Gibraltar in my specific guides:
Hike Angostura del Rio Guadalmina in Benahavís
One of the best summer hikes on Costa del Sol is Angostura del Rio Guadalmina in Benahavís. I always say that you haven’t seen the best of Costa del Sol before you’ve experienced its rivers and waterfalls.
Angostura del Rio Guadalmina is a fun hike taking you in the river Cof Guadalmina through a mesmerizing gorge with natural water slides and long sections you must swim through.
It’s fantastic to do on a hot day to escape the heat, but note that you must be a strong swimmer to take on this adventure!
What was once a hidden gem has turned into a very popular hike over the years, and after the pandemic, they have set up a set of rules, like no dogs are allowed anymore, and they have set up gates that close in the evenings.
While I think it’s sad that Atlas can’t come with (Ayla came with me many times before the pandemic and loved it!), I think it’s good that they have put measures to protect the ravine.
So make sure you take with you back everything you bring with you to the hike.
If you travel solo or want to go with a guide, I highly recommend going on this canyoning tour of Rio Guadalmina. It’s a lot of fun!
Take a day trip to Ronda
Ronda is one of the most unique towns near Malaga and a short trip from Costa del Sol. There are so many things to do in Ronda, but the town is most famous for its New Bridge connecting the two parts of the dramatic El Tajo Gorge.
On a day trip to Ronda, the first thing to do is to walk down to the iconic viewpoint of the bridge. Then take a stroll down to the Arab Baths, see the Old Bridge, and take a walk along the old Moorish walls.
You might also find it cool to visit Casa del Rey Moro where you can walk down to the bottom of the gorge. There are so many reasons to visit Ronda, but most importantly, it’s a picturesque and historic place, being one of the oldest European settlements.
Join this guided tour from Malaga or this one from Marbella for a full day with transportation and a guide.
Wine lovers might also be intrigued by going on one of the wine tours in Ronda, where you also get the opportunity to taste some exquisite local wine at a winery.
If you drive, I have a specific post with tips on where to find parking in Ronda, including free parking.
As an inland town, Ronda gets extremely hot in the summer months, so I highly recommend visiting in winter, spring, or fall.
Visit the Orchidarium in Estepona
Estepona is one of the most underrated towns in Costa del Sol, yet it’s got so much interesting to it. One of the best things to do in Estepona is to visit the Orchidarium, where you’ll walk among over 1300 species of orchids.
I didn’t expect much when I went there, but I actually really enjoyed it! It’s like a small indoor rainforest with its own waterfall, and I truly recommend it!
It’s small, but you find lots of information about the different plants and there will always be something blooming.
See a flamenco show in Malaga
There’s no visiting Costa del Sol without experiencing a Flamenco show in Malaga! The traditional art form is famous in Andalucia with some of the most talented artists in the world.
I love the passion of Flamenco and you truly feel that at Alegria Flamenco y Gastronomia. I recommend booking tickets in advance to secure a spot.
Stroll around Mijas Pueblo
Costa del Sol is famous for its whitewashed villages and Mijas Pueblo is one of the most popular – and not without a reason.
I used to live a short trip from there and went up there several times a week during years as I went hiking from the village in the evenings. There’s no way I’ll get sick of this village.
With its whitewashed houses, beautiful coastal views, and lovely bars, there are so many fun things to do in Mijas Pueblo.
You can make your own chocolate at the local chocolate factory or visit the Miniature Museum where you find anything miniature including paintings on rice grains and tiny figurines.
Take a boat tour in Marbella
Going on a Marbella boat tour from Puerto Banus is a fantastic way to explore the Costa del Sol by sea. I especially love the boat tours that include activities like snorkeling and paddleboarding, as I’m a very active person.
But there are boat tours without other activities than sipping drinks on deck or looking for dolphins.
I recommend this boat tour as it includes paddleboards, snorkel gear, and cava for a fun adventure.
Visit the Pueblos Blancos
One of the best things to do in the Costa del Sol is to visit the Pueblos Blancos, the famous white villages of Andalucia.
Among the most popular, you find Mijas Pueblo (which I mentioned above) and Frigiliana above Nerja. But there are so many other fabulous villages to visit, like Ojén and Istán above Marbella which are both gateways to amazing hiking routes.
There is also a whole heap of unique white villages near Ronda, like Setenil de la Bodegas, the village built in the mountain, and Genalguacil, the open-air museum village, which is one of the best-hidden secrets in Andalucia.
Take this tour to visit Ronda and Setenil de las Bodegas from Malaga. It’s truly worth it, and if you’ll be visiting two of the most impressive villages above Costa del Sol.
Party in Fuengirola
One of the best places to go partying on Costa del Sol is Fuengirola. Being one of the most popular expat towns in the region, nightlife is full-on all year round.
With plenty of bars, pubs, and nightclubs, you’ve got so many places to choose from no matter your preference. For live music, I highly recommend Pogs.
Besides, there are other things to do in Fuengirola during the daytime and it’s well-connected to Benalmadena, Torremolinos, and Malaga by train.
Walk the dogs at a dog shelter
Costa del Sol is dotted with dog shelters taking in hundreds and hundreds of abandoned animals and all these beautiful souls need to go for walks.
Heading to any of these shelters and walking dogs during your vacation is a fantastic way to give back. But I promise you that the joy from the dogs when they’re out walking is so contagious that it will make your day brighter, if not your entire vacation!
We spent some time walking the dogs at ADANA in Estepona, which is how we ended up adopting Baby Atlas. But you can also visit Suspiros de Cuatro Patas in Mijas.
Explore the unique karst landscape at El Torcal de Antequera
One of the most unique things to do in Costa del Sol is a day trip to El Torcal de Antequera. The incredible karst landscape has been formed over millions of years since it was pushed up from under the Sea due to dramatic movements in the earth’s crust.
Not only is the landscape impressive, but it’s also one of the places I’ve seen the most wild mountain goats up close.
The best way to get there is by car or by taking this tour from Antequera.
Take a dip at Charco del Canalón
Whenever you need a break from the salt water and the beaches, the next best thing to do is to head to the lush forests and go for a dip in one of the refreshing water holes. Charco del Canalón in Rio Verde is a fabulous water hole a short drive inland from Istán village.
You can either hike in the river to the water hole or walk on a dirt track most of the way. It’s one of Andalucia’s lush oases and not surprisingly very busy on weekends and holidays in the hot months. So if you can go on a weekday that’s not August, you’ll do yourself a favor.
But it’s so worth it!
There are different natural pools and a stunning waterfall at the end that you must swim to. I’ve never ventured further ahead as I always went with dogs (didn’t want to push them under the heavy waterfall to get further) but I heard you can continue a bit if you want to.
Discover Barranco Blanco
Another great lush haven is Barranco Blanco. You can dip under the main waterfall or go hiking up the river where you will find other water holes and yet another waterfall.
This is also a hike that is popular among the locals. I used to take the dog for a walk there in the evenings in the summer months when it was too hot to go for long walks elsewhere. It does get packed in high season.
Yet, it’s a wonderful natural retreat if you time it to daytime weekdays or shoulder seasons between May and June and September and October.
Reflections on what to do in Costa del Sol
Summing up what to do in Costa del Sol Spain, there is no end to what you can do in this fantastic region of Andalucia, and I think most tourists miss out on the best parts!
These Costa del Sol attractions and activities are among my favorites after living there for many years, but there are a lot more places to explore.
Happy travels!
