Most villages are built beside a river. Setenil is built inside it. The Guadalporcún river has cut a narrow gorge through the soft rock, and over the centuries the people of the village found it easier to roof their houses with the overhanging cliff than to build their own. The result is a lane where white-painted houses stand under a huge natural ceiling of grey rock, with terraces and bars tucked into the gaps and a line of sky visible only as a thin ribbon overhead. The most famous streets are called Cuevas del Sol and Cuevas de la Sombra, the Caves of the Sun and the Caves of the Shade, and in August the shaded side is the one to sit on.
The name has a story attached. One explanation says Setenil derives from the Latin septem nihil, seven times nothing, because the village resisted seven attempts by Christian armies to take it from the Moors in the fifteenth century. It finally fell in 1484, after a siege with early gunpowder artillery, and that is the version most locals prefer. Whatever the truth, the name stuck, and the lanes and the old fortress at the top still show the marks of that period. The word bodegas in the name refers to the wine cellars that once filled the caves.
This is the heart of the white villages, the Pueblos Blancos of Andalusia, and the roads between them are a delight. The route from Ronda, about twenty kilometres to the east, runs through rolling country of olive groves and fields, then drops into the gorge in a series of bends. The surface is generally good, and traffic is light outside weekends and holidays, though coaches full of tourists can fill the village streets by midday. In the village itself, bike parking is restricted to car parks at the edge, and the lanes through the old quarter are narrow and steep, so walk.
Setenil has about three thousand inhabitants, and while it has a few shops and a basic selection of services, Alcalá del Valle, about five kilometres away, is bigger and a better option for fuel. The bars under the rocks serve tapas of local chorizo and morcilla, cured ham, and sweet pastries based on almonds. Eat in the shade, and watch the swallows nest in the cliff above you.
Go early or late in the day, when the coaches have gone and the lanes are quiet.