This 2.8km walk starts towards the northwestern end of town, where a track to the Río Hozgarganta heads west off the road soon after passing the last houses. You can also pick it up west off Plaza del Puerto Mora (Jimena's northwestern side), or walk it in the opposite direction (with a climb at the end). Allow an hour one way.
Turn left at the river and follow a stonier path past old mills, rustling cork oaks and the remnants of the Real Fábrica de Artillería, a 1780s artillery factory that made the cannonballs fired at Gibraltar during the Great Siege (1779–83). The route deposits you at the southwestern corner of town.
There are also several other good hikes around Jimena.