The Axarquia has protected nature reserves, such as the Parque Natural Sierras de Tejeda, which has no less than 1200 km of hiking trails. This region is a true paradise for nature lovers.

Of course there is the world famous Caminito Del Rey, tickets need to be purchased in advance.  
An excellent alternative is the little brother El Saltillo.

Below you will find websites with walking routes.

It is wonderful cycling in Andalucía. Many climbs are possible, the landscape is varied and lined with white villages, the roads are usually well maintained and wide and Spaniards drive slowly and carefully.

There are numerous cycling routes for all types of bicycles. You can rent bicycles in Torre Del Mar at biciterraneo E-bike store and have them delivered at Casa Qué Tel.

Monday: Torrox, Viñuela, Canillas del Albaid, Sedella
Tuesday: La Galetta, Nerja, El Borge, Benamocarra, Fuengirola
Wednesday: Arenas, Algarrobo Costa, Periana, Riogordo, Archez, Benmargosa, Rincon de la Victoria
Thursday: Frigiliana, Torre del Mar, Vélez-Málaga, Colmenar, Cútar, Torremolinos, Benhavis
Friday: Almáchar, Almunecar, Alfarnate, Canillas de Aceituno, Moclinejo, Salares, Sayalonga
Saturday: Competa, Alcaucin, Almunecar, Caleta De Vélez, Benhavis, Coin, Comares, Torre Del Mar, Totalán, Trapiche
Sunday: Benhavis, Estepona, Nerja, Fuengirola, Alfarnatejo, Iznate, Sotogrande