Day Trip to Nerja and the Caves From Marbella 2026: The Complete Guide Nerja sits at the opposite end of the Costa del Sol from Marbella, but the drive is genuinely manageable as a single day out — a dramatic cliffside town, one of Europe's most impressive prehistoric cave systems, and the whitewashed village of Frigiliana all within easy reach of each other. A day trip to Nerja and the caves from...