Sesimbra's harbour, at the western end of the bay, is a working fishing port — the largest swordfish landing on the Portuguese mainland and a busy day for amberjack, sea bream, and octopus too. The fleet leaves around five in the morning; the auction happens late morning at the lota, the dockside fish market, and is open for visitors to watch through a glass partition.
The harbour also operates a small fleet of recreational boats: glass-bottomed boats out to the Arrábida marine reserve, deep-sea fishing trips, and the regular cruises to the cliffs and dinosaur footprints at Cabo Espichel. The cluster of restaurants along the harbour front specialises in whatever was landed that morning — the smaller ones, away from the marina, are usually better than the bigger ones on the promenade.