Behind Zuheros village lies a dramatic rocky gorge, the Cañón de Bailón. A beautifully scenic circular walk of about four hours takes you up the canyon and round Cerro Bramadero hill then back to Zuheros via the road descending from the Cueva de los Murciélagos. The distance is around 13km, with a total ascent and descent of some 600m.

As well as the rocky canyon and mountain scenery, you'll head through pretty woodlands and alongside mountain streams and pass caves and ruined farmsteads. To start, head down to the bridge over the Río Bailón at the southwest corner of Zuheros. Take the track heading up past the large 'Sendero Río Bailón' signboard and follow it as it winds uphill and then turns left along the slopes above the gorge. The valley opens out between rocky walls and the path descends and crosses the stony bed of the Río Bailón. It then recrosses the river three times in the next 600m.

About 900m past the fourth crossing, a smaller stream enters the Bailón from the left. Cross this and follow the path climbing the hillside roughly parallel to the Bailón. (Cerro Bramadero is the hill up to your left here.) Continue through some beautifully shady woodland to emerge into a clearing. About 100m along the clearing, take a path heading left back into the woods. This leads in about 1km to the Fuente de la Fuenfría water trough in an open area (almost the halfway point of the walk and a good rest spot). From here take the rough vehicle track heading eastward – at first uphill, then levelling off and curving northward and eventually descending to meet the Zuheros–Cueva de los Murciélagos road. It's then 3km down the road to Zuheros, or 1km up it to the Cueva.

You can reduce the walk to a shorter circuit of about 1½ to two hours by taking a shortcut back to Zuheros from the Cañón del Bailón. Just before the last of the four river crossings in the canyon, head up to the left on an initially very faint path. This becomes much clearer as it zigzags past a twisted rock pinnacle up on the right. When the path levels off, keep left through trees to reach a superb viewpoint. Continue on an obvious path to the road between Zuheros and the Cueva de los Murciélagos. Turn left for Zuheros.