Rei das Praias sits on the small cove of Praia dos Caneiros, a 15-minute drive east of Praia da Rocha (or a longer cliff walk from Ferragudo). The restaurant is built into the rocks above the beach, with a wide terrace looking out over the Atlantic — one of the best lunch settings on the central Algarve.
The cooking is straightforward Portuguese coastal — grilled fish by the kilo (the sea bream is excellent), fresh shellfish, simple salads — and the quality of the produce justifies the slightly higher prices. Booking is essential at lunch.