Fuengirola is a city on the Costa del Sol in the province of Málaga in the autonomous community of Andalusia in southern Spain. It is located …Fuengirola is a city on the Costa del Sol in the province of Málaga in the autonomous community of Andalusia in southern Spain. It is located on the central coast of the province and integrated into the region of the Costa del Sol and the Commonwealth of Municipalities of the Costa del Sol Occidental.