Centre d'Art L'Estacio occupies Dénia's former railway station, giving the town a compact exhibition space with a bit of transport history built into the walls. It is a modest stop, but a pleasant one if you are already walking between the castle, the town centre, and the waterfront.
Expect temporary exhibitions rather than a large permanent collection. The appeal is partly the building and partly the chance to see local or regional art in a town better known for its castle, ferries, and restaurants.