This strictly private course forms part of the most exclusive development in Spain, the 1,000-hectare tract of land which used to belong to Saudi financier Adnan Khashoggi, who once lived in what is now the palatial clubhouse. The rest of what used to be his estate is now a nature reserve with many diverse species of plants and wildlife, though there is also hunting fishing, riding and a heliport. La Zagaleta is located 10 kilometres up the Ronda road from San Pedro and from it there are magnificent views over the hills and the sea to Gibraltar. The golf course was designed by Californian Bradford Benz.

La Zagaleta es uno de los mas exclusivos de Europa. El marco del campo de golf no podia ser mejor, ya que en torno a sus calles se halla una reserva natural en la que conviven numerosas especies de flora y fauna autoctonos. El Club tiene caracter estrictamente privado, para el disfrute de sus socios e invitados.