The Costa del Sol is located primarily in the province of Malaga, community of Andalusia, Spain, on the Mediterranean Sea. This area can be divided into Eastern and Western Costa del Sol with Malaga City at the Center. The Eastern region of the Costa del Sol includes the municipalities of Nerja, Malaga City. The Western region of the Costa del Sol includes areas such as Benalmadena, Torremolinos, Mijas, and Estepona.

A short stretch of the Costa del Sol is also located in the province of Cadiz. This includes areas such as Alcaidesa, Sotogrande, and Torreguadiaro.