The narrow bridge, Puente Nuevo, stands at a dizzying height - 120m, or 30 stories, from the bottom. I did get a little vertiginous while holding my camera over the edge and taking photos blindly, hoping for the best.
Could Ronda be the Twin Peaks of Spain? A bloodthirsty underbelly with a picture-perfect surface?
Nevertheless, the small, elevated city is one of the real beauty spots of Andalucia, slightly off the beaten track and so not as touristy as other popular destinations in the province such as Granada or the Costa del Sol.
Ronda is home to Spain's oldest bullring, Plaza de toros de Ronda. In mid-summer, the ring displays a dazzling combination of yellow ground, white walls and red gates, with an azure sky as a background. The curves of the viewing balconies and the contrasting colours make a great photo-op.
Construction started in 1779 and the building was completed in 1785 - after a bit of bureaucratic stalling and the collapse of 16 balconies, caused by a soldier leaning on a stone column. The building was in use by spectators despite the ring being unfinished at the time. At least 10 people died in the collapse.
If you have the stomach for it, the most important fights - during the Corridas Goyescas festival - take place in the cooler, autumn month of September.
Novelist Ernest Hemingway, a journalist during the Civil War, was friends with some of the most famous matadors of the time, as was film director Orson Welles, and both men favoured Ronda's bullring.
The bullring has a museum attached, which chronicles its history with a display of matador costumes and equipment. I was struck by some evil-looking, outdated bridle bits with jagged metal protrusions, which no doubt pained the horses into submission.
There is now a highly regarded school at the bullring teaching classical Spanish riding. An elegant development in a grisly place.
Warm up: Ronda's microclimate makes it cooler in the summer and warmer in winter than other places in Andalucia. The average temperature in September is 28C; it reaches 32C in July and August.
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Getting There: There used to be no direct train link from Malaga to Ronda, and the journey could take four hours or more. The daily service now takes just less than two hours. A one-way ticket costs about €14 ($22).
Details: The entry fee to Plaza de toros de Ronda bullring and museum is €6 ($9.50).