3. Ski the Sierra Nevada Mountains
If you are staying in Malaga then you actually have a relatively short journey before you can get your ski’s on. The Sierra Nevada ski resorts are famous worldwide due to the fact that you can ski in the mountains and then head down to the beach to get a tan all within the same day. Don’t be fooled into thinking that this makes any difference in the ski resort as it is definitely one of the best you will find in Europe, despite the contrast of weather in such a close distance.