Caleta de Fuste's Fiesta is held over the 3rd weekend in October every year. The Fiesta celebrates the local patron saint - Nuestra Señora de la Peña del Mar.
A programme of events, including dance groups and bands, is held on Friday and Saturday nights in a marquee at the Plaza opposite the Barcelo Hotel. Food and drink stalls and a few fairground rides are also on site.
On Sunday there is a religious service and parade at the harbour, with the statue of the saint being taken out to sea.
Between the Castillo and the Barcelo Auditorium, near the harbour, is the monument to the saint.