Yes, you can see Africa from Spain. The Strait of Gibraltar has Spain and Gibraltar on the European side and Morocco and Ceuta on the African side.
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The Strait of Gibraltar is the body of water separating Europe (Peninsular Spain and Gibraltar) from Africa (Morocco and Ceuta), and connects the Mediterranean Sea to the Atlantic Ocean. The narrowest part of the strait is 14.4 km (9 miles) across, though actual and effective swim distances vary due to cross-currents.