The ruined Moorish castle on the hill above the old town is the obvious starting point, with sweeping views over the Aljezur River valley and the surrounding nature park. The Parque Natural do Sudoeste Alentejano e Costa Vicentina — one of the largest protected coastal areas in Europe — covers almost the entire municipality, which is why the coastline here looks so different from the resort-heavy eastern Algarve.
Walking is the other main draw. The Rota Vicentina passes through Aljezur in two forms: the inland Historical Way and the coastal Fishermen's Trail, which follows the clifftops and beaches from Odeceixe in the north down through Arrifana. Either route offers some of the most dramatic cliff scenery in Portugal, with very few people outside of peak summer.