The nearest good beach is Mistral Beach, which is a five minute walk away. You can walk to Puerto Banus from here, it takes approximately 10 minutes to the Marina.
Alternatively you can continue on this road until you come to the Five Star Guadalpin Banus Hotel, this takes you on to Mistral Beach. Again you can walk through to Puerto Banus from here.
Another good beach in San Pedro, is a short 7 minute walk . To reach the beach in seven minutes, turn right out of Azalea Beach, take the turning to the right just before the beach, then turn left. There is a lovely tree lined promenade and a variety of beach bars and restaurants.