You should choose your visit according to its availability and the season you prefer. Many people prefer to visit this area during the colder months. If the rain is moderate during your journey you can enjoy a beautiful picture that forms the wet rock, and that smell so characteristic of the earth.
As for the wind, you no longer have to worry. During its restoration a tunnel was opened in the rock to pass through when there is a risk of landslides. Besides, if you like adventure, the passage through the hanging bridge can be an unforgettable experience.
If you choose that it will be autumn the time to visit the Caminito del Rey, you can also enjoy hiking routes in El Chorro and Ardales, for example.