The Costa del Sol is a region in the south of Spain in the autonomous community of Andalusia, comprising the coastal towns and communities along the coastline of the Province of Málaga and the eastern part of Campo de Gibraltar in Cádiz. Formerly made up only of a series of small fishing settlements, today the region is a world-renowned tourist destiā¦The Costa del Sol is a region in the south of Spain in the autonomous community of Andalusia, comprising the coastal towns and communities along the coastline of the Province of Málaga and the eastern part of Campo de Gibraltar in Cádiz. Formerly made up only of a series of small fishing settlements, today the region is a world-renowned tourist destination. The Costa del Sol is situated between two lesser known coastal regions, the Costa de la Luz and the Costa Tropical.