The sierra around Zufre is dehesa landscape — the traditional Iberian woodland of widely-spaced cork oak and holm oak with a grassy understorey grazed by Iberian pigs, cattle, and sheep. This is the ecosystem that produces jamón ibérico de bellota, the finest cured ham in Spain, and the pigs you may encounter on country roads near the village are the black-footed pata negra breed eating their autumn diet of acorns. The dehesa is also excellent walking territory, with rough tracks connecting the scattered villages of the sierra.
Walking from Zufre into the surrounding countryside is straightforward but requires a map — the tracks are not well-signed. The terrain is hilly but not demanding, and the landscape in autumn and spring is beautiful. The river gorge below the village can be reached on foot via a path that descends steeply from the edge of the Paseo — the descent takes about 20 minutes and the return journey is harder work than it looks.