Rainfall of up to 30 litres per square meter in just an hour are expected to hit the Costa del Sol, Guadalhorce and the Axarquia the hardest.
According to AEMET the worst will be over by late Thursday evening.
The weather agency also warned of a drop in temperature across the province.
The rains are expected to be locally strong and persistent and accompanied by storms.
From Friday to Sunday the temperatures will return in some areas to an enviable 28 degrees.