Olhão is a major port and actually the largest fishing port in the Algarve. It is full of character with Moorish-style houses, an influence from the commercial relations with Africa.
Olhao market halls are special and absulut worth a visit There are two market buildings side by side along the water front, which is a 'must visit' for the very big selection of complete fresh seafood directly from the port and the great locally grown fresh fruits and vegetables. It is also here you fine the best selection of fresh meat in the area.
Try one of the many local cafes or restaurants nearby - you will not be disappointed! Specially I would recomend "Pitéu da baxia mar".
