Face upturned to the sun, a babble of Spanish voices around me, and a chilled San Miguel in hand, I wiggle my toes, half-expecting to feel sand between them; instead, they’re strapped snugly into a pair of ski boots.

This curious fusion of Med and mountain is what happens when you come to Sierra Nevada, Europe’s most southerly ski resort and one of the highest at 2,102m (lifts go up to 3,330m), meaning the season can extend from late November to early May. It’s one of the few places where you can spend the morning on the pistes and be lazing in a palm-fringed piazza come afternoon.

Approaching the resort on the drive from Málaga airport, we skim the outskirts of Granada – catching a glimpse of the Alhambra Palace walls beyond the apartment buildings – before taking on the hairpin turns that wind steeply into Sierra Nevada National Park. On the flight our fellow passengers were clad in flip flops and T-shirts, and with the countryside now brown and baking beneath a cloudless April sky, my boyfriend and I exchange a dubious look: can there really be a ski resort hiding up here, or is it some elaborate trick? Olive groves and roadside goats aren’t necessarily a good sign. After another half an hour, however, we sweep round another bend to see snowy peaks jutting above the foothills. Granted, this late in the spring it’s not the thick blanket of white I’d seen a couple of months ago in the Alps, but already I can make out brightly-coloured figures zipping down the blue run, Maribel, into the resort.

For ski-in-ski-out action, El Lodge is in prime position right on Maribel, with a vast, decked terrace and outdoor pool to make the most of the Spanish sun. The style inside is a slick modern take on Alpine style: cowhide rugs, vintage ski posters, wood-panelled walls and elaborate antler horn chandeliers. Each room is named after a famous resort – we’re in Jackson Hole – and many have their own private hot tub on the terrace. Fondue and raclette are on the menu in The Grill restaurant, alongside other suitably indulgent dishes such as grilled lobster and the locally produced Riofrío caviar. All perfectly justifiable after a day practising one’s parallel turns.

The next morning we head to the resort centre to rent equipment and jump onto the Al-Andalus bubble lift in a matter of seconds. Apart from catching the odd conversation in Swedish or English, the majority of the crowd seems to be Spanish. Spreading out the map, out of the 118 pistes there’s a reassuring wealth of blues and greens (this is my boyfriend’s second time skiing), not to mention night skiing on Saturdays, a cross-country skiing circuit and a 165m half-pipe. The tip-top facilities were used to host the FIS Freestyle Ski and Snowboard World Championships earlier this year.

For most of the day, it’s warm enough to hit the slopes without a jacket, and I hear that the following week a cohort from Granada University will arrive on their annual trip to ski in bikinis and trunks. The downside to these conditions, of course, is that the snow is a little slushy, and on a few runs we had to dodge patches where the ground beneath was showing through.

Street art graces buildings in Malaga's Soho district

After ditching the gear in El Lodge’s equipment room at the end of the day, it’s all about a sauna and massage in the spa, before sinking into the squashy leather sofas in the lounge. Playing an after-dinner game of Jenga by the log fire, overlooked by a few antlered specimens on the walls and with a belly full of raclette, it’s only our bottle of tempranillo that reminds me I’m in Spain.

Málaga is a far cry from what I’d expected, too. Picturing Brits on tour? It turns out the city has undergone a Bilbao-style rebrand in recent years, swapping Stella and sunburn for Brancusis and Francis Bacons. The Pompidou Centre is staging its only pop-up outside France: a giant Rubik’s cube of a building on the marina, next to a cluster of open-air cocktail bars, where the vibe is more sipping Hendricks and tonic than downing a load of shots.

The pop-up joins a grand total of 30 museums, including the Andalucían art-focused Museo Carmen Thyssen, the CAC (Centre for Contemporary Art) and a wine museum – all new additions over the past 15 years – as well as restored Turkish baths and a sprawling tenth century castle rising above the city centre. An impressive line-up for city of just half a million people.

Really, Málaga’s arty aspirations shouldn’t come as a surprise. This is the city that gave the world Picasso; you can visit the house where he was born and learned to paint with his father, or sidle up to the bronze statue of him that sits on a bench in Plaza de la Merced outside. There’s also a separate museum opened by his daughter-in-law charting eight decades of his art.

All this persuaded me to skip a stay in Granada – just a 45-minute drive from Sierra Nevada, it’s another easy city to combine with skiing – and take the coach onto Málaga this time round. After an hour-and-a-half rolling past countless olive groves, we arrive at Room Mate Valeria, opposite the huge Ferris wheel on the sea front. One of three Room Mate hotels in the city (others can be found as far afield as Miami and Milan), its theme character ‘Valeria’ is apparently a botanist at the nearby botanical gardens, hence the verdant colour scheme: jungle-patterned wallpaper in the hallways and bathrooms lined in emerald tiles. More importantly, there’s a rooftop bar and pool, and a breakfast buffet that runs until midday – no need for an early night here.

Need to know

Sierra Nevada & Malaga

El Lodge

Rooms start from £295 per night based on double occupancy in a deluxe double room.
ellodge.com 

Room Mate Valeria

Rooms at Room Mate Valeria start from €109 per night. room-matehotels.com/en/valeria

Flights

Norwegian operates a year-round daily service between London Gatwick and Málaga. The flights are operated by a fleet of brand new Boeing 737-800 aircraft offering all passengers free Wi-Fi connectivity. Fares start from £29.90 one way. See norwegian.com/uk for more information and to book.

A tip-off leads us to Málaga’s indoor food market. Taking one of the tables in the centre, we eat our way around stalls serving everything from cod fritters and manchego to sushi and Korean-inspired tapas.

Like the flurry of museums, this foodie hotspot is yet another example of the city smartening up its act. Out on the streets of the once run-down Soho district, the writing is quite literally on the wall – street art by some of the biggest international talents graces its apartment blocks and store fronts. Starting on foot from the back of the CAC, you can track down ‘Peace and Liberty’ by US artist Shepard Fairey (known for the Obama ‘Hope’ poster) staring out from a ten-storey building alongside D*Face’s close-up of a fighter pilot, and spy Dadi Dreucol’s murals of black masked figures.

Spain may be the country most visited by Brits, but somehow there are still plenty of different sides of it ripe for discovery.