The Paraje de las Cuestas, in Canillas de Albaida, is home to two ancient Roman roads. One descends from the lower part of the village and the other ascends towards El Cerrillo, joined by the Roman Bridge over the River Turvilla. This bridle path, classified as a cattle track, was the old access to the municipality of Vélez-Málaga. The Roman Bridge, located to the south of the municipality, has undergone several transformations since its construction in Roman times. The original brick vault was replaced by ashlars, and the facing is made of ashlars. Its reconstruction has given it a twist to make it more vertical and resistant to the current.
The Church of Nuestra Señora de la Expectación, located in the Plaza Nuestra Señora del Rosario, was built between the 16th and 17th centuries. It was originally a mosque and was later converted into a Christian church. Its rectangular floor plan is notable for its tower and its interior, with three naves separated by pillars and lowered arches. It preserves Mudejar elements, such as the choir and the wooden frames. The doorway has a semicircular arch, and the tower is decorated with brick and masonry. The sculpture of the Virgen de los Dolores (Virgin of Sorrows) and an image of Christ stand out.