Apparently this cave is quite near Benagil Beach in Algarve, Portugal.
A sea cave, also known as a littoral cave, is a type of cave formed primarily by the wave action of the sea. The primary process involved is erosion. Sea caves are found throughout the world, actively forming along present coastlines and as relict sea caves on former coastlines. Some of the largest wave-cut caves in the world are found on the coast of Norway, but are now 100 feet or more above present sea level. These would still be classified as littoral caves. By contrast, in places like Thailand’s Phang Nga Bay, solutionally formed caves in limestone have been flooded by the rising sea and are now subject to littoral erosion, representing a new phase of their enlargement.