The best window for Pantelleria is mid-May to mid-October. The water is warm enough to swim from late May, and the island is still uncrowded until July. August is high season — flights and ferries fill up, room prices double, and the harbour bars are full of Milanese on yacht charters. September and early October are arguably the loveliest months: warm sea, harvest of capers and zibibbo grapes, soft light and very few visitors.
The wind is the constant local factor. The prevailing maestrale blows hard from the north-west most of the year and the scirocco hauls hot air up from Africa in summer. Ferries are often cancelled and flights occasionally diverted; build slack into your travel plans, especially on the return leg.