At least one person has died and thousands more have been evacuated.
The body of an elderly man was found near Ojen. Rescue workers are searching for his wife.
Evacuations were ordered from near Marbella, Ojen and a camp site at Alpujata.
Marbella is famous for its up-market hotels and villas and is a favorite haunt of wealthy foreigners.
Hundreds of firefighters, backed up by emergency military personnel and 31 planes and helicopters, continue to battle a huge blaze that is being fanned by hot, dry winds.
According to the AFP news agency, a 12 km (7 mile) line of fire has spread across the high tree tops in the Sierra Negra mountains.
In addition to the dead man, who was found near his home, five people have been treated for injuries, some of them serious.
Angel Nozal, the mayor of Mijas, a town between Marbella and Malaga, told El Pais newspaper: “The fire is horrific, with flames 10 to 15 metres high.”
The Costa del Sol is one of Spain’s most popular holiday destinations and home to a large expatriate community.
Much of Spain’s countryside was left tinder-dry this summer by a prolonged heatwave. There have been major wildfires in northern Catalonia – near the Pyrenees – and on La Gomera, in the Canary Islands.
Residents of Ojen described panic as the flames forced them to flee without time to gather belongings.
“We left just in our clothes, our nerves jangling,” said Filomena Gomez.
Evacuees from Ojen are now staying in a sports hall in Marbella.
The wind speed has dropped since Thursday and the air is more humid, so there are hopes that the Costa del Sol blaze can be contained soon.
The fire started on Thursday afternoon in the Sierra Negra area of Coin, near Malaga and has now affected an area of some 1,000 hectares (2,471 acres).
Part of the AP-7 highway was cut temporarily, but other roads are unaffected. It is not yet clear how many homes have been damaged or destroyed.
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