21 Unique Things To Do in Costa del Sol That Aren’t the Beach

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.

Pinterest cover image of me standing under a waterfall and text saying the best thigns to do in Costa del Sol.

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.

The largest stalagmite in the world inside Nerja Caves

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.

A boat with tourists heading out on a sunset cruise - best things to do in Costa del Sol.

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 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.

Me standing in one of the towers in Colomares Castle which is one of the best things to do in Costa del Sol.

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.

A charming alley in Marbella Old Town wirh flowers and plants hanging from the walls

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 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.

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.

Me swimming inside the ancient Baños de Hedionda

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.

Me kayaking in Nerja towards rock formations which is one of the most fun activities in Costa del Sol

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.

People walking on a pathway pinned high on a gorge wall calle caminito del Rey and named top things to do in the Costa del Sol.

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 a guided tour of the castle to learn more about its history which is a central part of Malaga’s heritage.

Old Town of Malaga seen from Gibralfaro

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:

Gibraltar monkey

Hike Rio Chillar

One of the best summer hikes on Costa del Sol is Rio Chillar. I always say that you haven’t seen the best of Costa del Sol before you’ve experienced its rivers and waterfalls.

Rio Chillar is a fantastic hike taking you in the river Chillar through a mesmerizing gorge and past waterfalls and swimming holes. It’s fantastic to do on a hot day to escape the heat!

This has turned into a very popular hike over the years being one of the best things to do in Nerja and in the last few years, they’ve closed it in periods to preserve the gorge.

To stay updated, my best recommendation is to check local hiking Facebook groups like my Andalucia Hiking group.

Me standing under a waterfall at Rio Chillar.

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 onone of the wine tours in Ronda where you also get the opportunity to taste some exquisite local wine on a winery.

If you drive, I have a specific post with tips on where to find parking in Ronda including free parking.

Me looking at Ronda New Bridge

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.

Me standing behind a waterfall surrounded by plants in Estepona Orchidarium which is one of the top Costa del Sol attractions

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.

Views of Costa del Sol from Mijas Pueblo.

Take a boat tour in Marbella

Going on a Marbella boat tour from Puerto Banus is a fantastic way to explore 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 gems 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.

Setenil de Las Bodegas village with whitewashed houses and restaurants built inside the rock.

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.

me walking a white and brown dog on a dirt path - definitely among the best things to do Costa del Sol

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 through millions of years since it was pushed up from under the Sea du 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.

El Torcal de 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.

A boy swimming towards a large waterfall in Charco del Canalón.

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.

Me swimming under a waterfall in Barranco Blanco

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!