Setenil sits in the middle of the Serranía de Ronda, a stretch of rugged limestone hills that contains several of Andalucia's finest white villages. It makes a natural base for exploring the area, or a worthwhile stop on a circuit of the region.
Ronda is the most dramatic of the nearby towns, with its famous gorge and bridge, about 20 km to the southwest. Grazalema, a village in the Sierra de Grazalema natural park, lies to the west and is the starting point for walks through some of the most spectacular mountain scenery in Andalucia. Olvera, to the north along the Ruta de los Pueblos Blancos, has a remarkable clifftop castle and a quieter tourist profile than Ronda or Setenil.
