At 4.42pm a local man posted a video on social media of what appeared to be a tornado in Marbella.
Around half an hour later the phenomenon had been initially confirmed by Sinobas, the Spanish weather agency's "unusual atmospheric observations notification system".
Sinobas has also called for other witnesses to report their observations to analyse the incident further.
The tornado crossed part of the town centre leaving varied damage, requiring the intervention of the fire brigade.
The worst damage was caused near the Costa del Sol Hospital, where building materials fell onto a patio, according to several witnesses.
Roof damage was also caused in at least one office where people were working at the time. One woman worker suffered a minor injury.
Municipal sources have confirmed the meteorological phenomenon but said that according to initial reports, no serious damage has been caused in the town.
"Fallen branches and a shelter in the Golden Mile area," said the souces. No injuries were reported, although several tree trunks have fallen onto parked cars, according to images shared by witnesses.
The wind has also blown refuse containers several metres and knowck over parked motorcycles, among other incidents.
The fierce downpour also caused flooding on some roads in Nueva Andalucía.