Swimming with Dolphins in Malindi: A Unique Ocean Adventure Malindi, located along Kenya's beautiful coastline, is one of the best spots to experience a once-in-a-lifetime adventure — swimming with dolphins. The warm, crystal-clear waters of the Indian Ocean, combined with the abundant marine life, create an ideal setting for dolphin watching and interaction. Several tour operators in Malindi offer guided excursions to swim with dolphins in their natural habitat. These tours typically take place