Restaurante Palmero is one of the more established dining options in Setenil, serving a full menu of Andalucian dishes rather than just tapas. The kitchen focuses on local ingredients: chivo lechal (kid goat) roasted in the traditional way is the house speciality, along with pork dishes using meat from the black Iberian pigs that roam the dehesas of the surrounding sierra.
The restaurant occupies a building tucked against the rock face, with an interior that feels appropriate to the surroundings — stone walls, low ceilings, a few wooden tables. It is worth booking ahead on summer weekends, when the village fills with day-trippers from Ronda and the coast. Set-price lunch menus offer good value compared to the à la carte prices.