Best Time to Go to Mykonos to Party: The clubs and beach parties with DJs run from late June until mid-September with the high point being late July and August. There's good nightlife in Mykonos Town from May to early October.
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All three beaches have sunset parties, starting around 6pm, but it is Paradise Beach's Paradise Club, with its gigantic swimming pool in the middle of the club, that steals the show with its nightly fireworks and a wild party that lasts until midnight.
The beach club is open from April till October every day from early morning till late at night. The parties at Paradise Beach Club starts every day from 4:00pm and every night from 10:00pm.
Mykonos Town, also called Chora, has the most nightlife, restaurants, and shopping of anywhere on the island. This compact, walkable village is the island's historic capital and largest town, buzzing with activity, especially at night.
The best time to visit Mykonos is September and October. Sitting in the Aegean Sea, this island's weather permits a year-round flow of tourists, but in September and October you'll see that the large crowds have left, the water remains warm and the hotel rates descend back into a reasonable range.