El Horcajo is located within the boundary of Grazalema Natural Park. The park encompasses the western section of the Cordillera mountain range and is at an altitude of between 250m and 1654m above sea level.

The Park has an area of over 50,000 Hectares and has been declared a UNESCO 'Biosphere Reserve'. It is also designated by the EC as an area of special protection for birds.

The park is a botanist's dream, boasting an exceptional richness of flora. There is an area of natural forest of the Spanish fir-Abies pinsapa - which is a remnant of the forest which covered the region during the last glaciation. Such an area is found nowhere else in Spain. The species has been in existence since the Tertiary period and are known as "living fossils". The other vegetation in the park, such as cork oak and the wide variety of beautiful wild flowers, is distinctly Mediterranean.

There is plenty of wildlife, including mountain goats, foxes and roe deer; and birds like the common vulture (one of the largest colonies in Europe, in fact), the osprey eagle and the golden eagle.

The park is on the migration route for birds flying south from Northern Europe to Africa. Eagles can be frequently spotted in the park.

From a geological point of view the park belongs to the Cordillera bética. On the western perimeter of the park are found three important caves. The Cueva del Hundidero, Cueva del Gato and Cueva de la Pileta.

The natural Park of Grazalema is a nature lover's paradise.