Right at the base of the Alcazaba, this is Malaga’s oldest surviving structure — built in the 1st century BC during the reign of Emperor Augustus. It was in use for a few hundred years, then mostly forgotten. When the Moors arrived, they used stones from the theatre to help build the Alcazaba above it. For centuries, it was completely buried. It wasn’t rediscovered until the 1950s, when construction workers stumbled on it by accident. These days, it’s been partly restored and open to the public. You can walk around the site and even catch the occasional open-air performance in summer.

Recharge your batteries with a traditional Arab bath experience — rotating between hot and cold pools, steam rooms, and optional massages. The space is calm and atmospheric, with arches, mosaics, and soft lighting that make it feel miles away from the city, even though you’re right in the centre. Good spot for a proper reset after a long day of sightseeing.

This compact museum brings a slice of Russian art and culture to Malaga, with pieces borrowed from the Leningrad State Museum. The collection covers everything from grand, classical works to more modern, postmodern stuff. They also run events like talks, music performances, and readings. Audio guides and tours are available.