Without doubt one of the unarguable attractions of AV is its location. Situated in a Moorish castle, and endowing the Festival with its historic ambience to create a genuinely unique atmosphere.

Sohail Castle or 'Suhayl' is situated at the mouth of the Fuengirola River, perched on top of a small and solitary hill some 38 metres above sea level. Its commanding position gives it privileged views of the coast and the Mijas mountains.

Due to its favorable geography and privileged position, it was, for many years, the centre of a thriving community of Romans and Punics. Upon the ruins of previous settlements, a signaling tower was built, about which little is known. In the XII century the Almoravides built a fort (ribat) whose irregular structure was the result of attempts to adapt to the uneven terrain. It consisted of 8 walls, fortified by an equal number of straight-faced towers, whose principal tower provided access to the interior of the fort.
Its strategic position made it a key figure in the security network of the coast, communicating closely with the signaling towers nearby whilst guarding the mouth of the river and the main road between Málaga and Marbella. It also served as a refuge to travelers, amongst them the Tangerian Ibn Battuta. In 1485 the castle was occupied by a Catholic army, openly challenging the reigning Muslim king of Granada and it was around this time that work began to convert the fort into the castle that remains to this day. In the XVI century a few changes were made - a new entrance was made in the north wall making the previous entrance in the main tower redundant and another of its towers was removed to make room for a canon platform. Later in the XVIII century, in the year 1730, the Count of Montemar, General Commander of the Coast made some reforms of his own with the intention of housing a cavalry squadron. Soldiers' quarters, stables and warehouses were all built and later expanded in 1785 with reinforcements made to the walls on the east and southeast sides.

In the year 1810, and in the midst of the war of independence, the castle was occupied by a French army and later abandoned in 1812 as they fled, retreating from the imperial forces. Having left the southeastern corner of the castle in ruins, an attempt was made at restoring the building but the new wall that was constructed reduced the interior space considerably compared to the original design of the Muslims.

A few years later, after a short time being used to station soldiers, the castle lost it's military use and was placed under public auction. After the move to civil ownership, the castle was once again abandoned until the 1950's. In 1989 a project began to restore the building and since 1995 the Sohail Castle Workshop-School have been working towards the complete recovery of this historic area so as to one day become a cultural centre for the Costa Del Sol.