Little Venice (Alefkandra) and the 16th-Century Kato Mili Windmills

On the western edge of Mykonos Town, two landmarks face each other across a tiny pebble cove: the colourful wooden loggias of Little Venice (known historically as Alefkandra) rising directly out of the Aegean surf, and the hillside row of cylindrical whitewashed Kato Mili Windmills.

1. Little Venice (Alefkandra): 18th-Century Sea Captains' Mansions

Constructed between the 1750s and early 1800s by wealthy Mykonian maritime captains and merchants who traded with Venice and the Black Sea, this row of two- and three-storey houses was built right on the sea rocks so cargo (and contraband) could be unloaded straight from rowboats through basement sea-doors (kamarika) without paying harbour tax, while the upper living rooms projected over the water on cantilevered timber balconies painted in Venetian red, ultramarine and ochre:

• How to experience it without overpaying: while the front-row sunset cocktail bars in Little Venice charge a premium (and sometimes a minimum spend) for waterside tables during core daytime hours, you can walk freely along the stone sea-wall path right in front of the buildings at any hour, or sit on the low stone wall at the southern pebble curve of Alefkandra looking straight back across the water at the balconies.

2. The Kato Mili Windmills (16th Century) & Boni's Mill Museum

Directly south of Little Venice on a breezy low promontory stand the five (originally seven) surviving lower windmills of Kato Mili (free, open 24/7). Built by the Venetians starting in the 16th century, Mykonos's sixteen windmills were an industrial powerhouse: because the island sat on the main sea lane between Venice, Constantinople and Alexandria, and had 300 days of wind, ships stopped here to buy tonnes of twice-baked barley ship's biscuit (paximadi) ground in these three-storey circular stone towers:

• How a Mykonian Windmill Works (Visit Boni's Mill Uphill): while the Kato Mili windmills on the coast are sealed on the outside, walk 10 minutes uphill above the east side of town to the 16th-century Boni's Windmill (Mylos tou Boni, part of the Agricultural Museum, free entry in summer afternoons), where you can step inside to see the heavy volcanic millstones, wooden cogwheels and the rotating thatched cap that turned the twelve triangular canvas sails into the wind.