Visiting Setúbal’s fish market near the docks is an eye-opening and nostril-flaring experience. Fresh fish of all shapes, colours, sizes and smells squiggle and squirm as they await the chop. Near me, a local vendor swiftly guts a writhing eel in a no-fuss, methodical manner.

After my dose of sea creatures getting ready for the table, I was fortunate enough to be going to see their cousins, dolphins, wild in their own habitat.

We set off into the sparkling deep blue waters of Rio Sado on a 75ft catamaran owned by Pedro Narra, owner of Vertigem Azul, a dolphin and birdwatching tour company.

As we wait for the dolphins to appear Pedro, with his sunnies displaying the America’s Cup Team Alinghi logo (a friend of his worked for the winning Swiss team), says he’s sick of football, and not impressed by Portugal’s obsession with the game. He wishes other top sportsmen, such as the America’s Cup sailors and Paralympians, would get the same recognition as stars like Mourinho and Ronaldo.

But not even Ronaldo’s fanciest tricks could take our eyes from the sea at that moment, as a pod of nine bottle-nosed dolphins playfully dance at the bow. We bounce across the catamaran’s nets, scrambling to get a closer look as the 4m mammals duck under and around the boat.

A mother nuzzles at her calf and they weave around each other, putting on a spectacular show before seemingly winking and swimming away.

Later we drive west along the rugged, climbing granite ridge of Parque Natural da Arrábida until we reach the old fishing town of Sesimbra. Tourism has grown here thanks to the view — hotel apartments and fish restaurants overlook a sandy beach guarded by an ancient fort. The town bustles with bronzed Lisbonites soaking up the weekend sun.

I’m aching to dive into the calm clear waters, but lunch awaits — succulent lobster, mussels, clams, oysters, sardines, swordfish and the local salty cod at Marisqueira Tony’s restaurant.

Staring out at the clear azul (Portuguese for blue) sea with a glass of crisp local white wine in hand, I’m reminded of a glib remark Mourinho once made: “I’m a nobody, nobody is perfect, therefore I am perfect!” No surprise when he comes from an idyllic place that seems, well … perfect.

» Jo Cackett travelled to Costa Azul with TAP Portugal (, Visit Lisbon ( and Regiao De Turismo De Setubal (

Cheese and wine time

Majestic blue seas are not the only beautiful feature of the Costa Azul. Head inland and you’ll find white houses typical of the Alentajo dotted between fields and vineyards. We visited one of the only organic wineries of the region, Quinta de Alcube, with 50 hectares of vines producing reds, whites and rosés that are only sold direct from the cellar door.

An elderly couple make cheese at the bottom of the farm. It’s like stepping back in time as I watch the 78-year-old farmer herding his sheep. His wife works in the old farmhouse where she makes the soft Azeitão cheese, claiming not to have left the farm in more than 50 years.

A bit like Brie, it has a hard exterior and the cheese inside oozes out with the strong, fresh flavour of the sheep’s milk. The softness of the cheese depends largely on the weather. In winter the cheese is creamier, while in summer it hardens in the heat to leave a slightly firmer texture.

Small farmers struggle to compete against bigger cheese producers who are better able to control the conditions the cheese is made in — but they still produce a fine product.