The walk is the filter at Praia da Coelha. A short footpath is all that separates this pocket cove from the roads above Sesmarias, but it is enough — the sunbed-and-cooler crowd mostly keeps to beaches with easier logistics, and Coelha stays a notch calmer than anything else this close to Albufeira.
What the walk buys you is a small amphitheatre of ochre cliff around a wedge of sand, rock shelves running out at each side, and calm, clear water in settled weather. It is not dramatic in the Benagil sense; it is intimate. The cliff walls throw shade across the edges of the day, and the scale of the place means a single wide frame can hold all of it.
When to go: mornings, and the shoulder months. Spring and autumn give you the cove close to empty on a weekday. Even in high summer it fills gently rather than instantly — but it is small, so full arrives at a low headcount. There is little infrastructure to rely on, so carry what you need down the path.
Who it’s for: couples and slow-morning swimmers; photographers who would rather work one contained scene properly than chase a coastline; anyone based around Albufeira who wants a quieter default beach. If you need facilities, space for beach games or lunch served at your towel, the bigger beaches nearby do that job better.