How to experience the sultry grandeur of southern Spain without losing your cool? You could do a lot worse than make a round trip aboard a luxuriously appointed vintage train, taking in the splendours of Cordoba, Granada and Seville as you go. Just don't expect a head of steam...

We stopped at a remote railway station called Don Hermanus, somewhere in the Andalucian countryside. From my cabin on the Al Andalus Express, I watched a stork intently collecting sticks and grass for its nest on a nearby roof. It was nearly the end of a week during which this vintage train, our mobile hotel, had taken us on a circular tour to some of the most beautiful cities in Spain.

The landscape had been lovely, sometimes flat below distant mountains but more often rolling with green and brown hills and fields of neatly spaced olive trees. Splashes of scarlet and yellow flowers occasionally brightened the rich earth; otherwise it was a landscape of solitary farmhouses and few people. This throwback to the system known as "Latifundia", where huge estates were owned by a wealthy few, has been a blight on the economy ever since the Romans introduced it.

Our week had started when the Al Andalus Express pulled out of rain-soaked Seville, just before lunchtime on Sunday, and headed for Cordoba, our first stop. We'd already had an hour to settle into our cabins and I had been placed at the end of coach five, next to the shower cars but seven coaches away from the four carriages that together provided a lounge, games car, bar and dining car.

The first challenge was tucking everything away in the fairly limited storage space but I discovered a corner where two doors opened to reveal a washbasin, mirrors and toiletry shelves, as well as a tiny table with a lamp on it.

With its polished wood and authentic period feel, the cabin was very cosy. The four ornate public carriages, each one named after an Andalucian landmark, recalled an era when rail travel was luxurious.

On the outside the train was more simple. Painted two-tone cream and brown, just the name painted on the side gave away its true purpose. I was informed, rather grandly, that the renovated Twenties and Thirties carriages were all made in different countries and that the sleeping cars, which had been made in France, were once used by British royalty to travel from Calais to the Cÿte d'Azur.

Before lunch we all met in Giralda, the bar, for a glass of champagne and a briefing on the week ahead. I was introduced to Tracy, who would be looking after the English-speaking group, and she informed us that breakfast would be buffet-style but that the first lunch and the last dinner would be the only main meals we would eat on the train. The rest of the week we would be dining in local restaurants.

In fact, much of the journey would not take place on the train at all but on one of two buses - one for the English speakers and the other for the rest of the group. Like staying in a fixed hotel, the train would be locked for safety in the morning and we would get on and off for each day's excursion. Each evening we would come back to change, shower and relax before leaving for dinner.

The first night was to be the only night the train would move, and that trip would take us from Cordoba to Granada, the longest distance between locations. An important point, as it turned out, since the train stopped and started rather a lot so, even though the bed was surprisingly comfortable, I was aware of every movement. From then on, each night would be spent in a station and we'd move on to the next destination during breakfast.

Cordoba sits on the Guadilquivir River at the place the Moors decided to make their capital after invading the land they called Al Andalus in 711. We walked through one of the old gates into the Jewish quarter and strolled through quiet, well-kept, narrow streets with whitewashed houses.

Peering through wrought-iron gates we spied several secluded courtyards full of flowers. These, we were told, were the "patios" the Moors introduced to create cool spaces in the summer heat. But it was the Great Mosque, begun in 785, that everyone wants to see. One of the largest mosques in the world, it is superb and very atmospheric. We entered from the Patio de los Naranjas (the orange-tree court) with its heavy, sweet smell of orange blossom. Inside, hundreds of columns and Moorish arches stretched in every direction.

Quite unexpectedly, right in the middle of the mosque, we suddenly came to the magnificent cathedral which the Christians had begun building within a week of reconquering Cordoba in 1236. Having taken 243 years to complete, the cathedral's design was influenced by many different hands - and it shows. The tour over, we then had 45 minutes to ourselves. In another downpour I walked round the high walls that enclose the mosque, trying to avoid the torrents of water gushing from the overhead spouts.

Before the 9pm dinner departure I read up on the history of the region - the Carthaginians, Romans, Visigoths, and the Moors from North Africa whose Islamic culture had such a lasting influence on Andalucia. Then it was back on to the bus for the Jewish quarter and the EI Churrasco restaurant. The Cordoban specialities included revuelto, a creamy scrambled egg with asparagus and ham, and salmorejo, a sort of thick gazpacho with aubergines.

This first evening I sat with three American couples, all from different parts of the USA, who discovered they had read the same article about the train in The New York Times and decided to incorporate this unusual journey into a longer holiday to Spain. A fair number of the passengers were seasoned train addicts. I was particularly impressed by 89-year-old Eric from Warwickshire, a former architect who was travelling alone and had made train journeys all over the world. The Express has room for 80 passengers, but rarely takes that many.

During the trip, we didn't see much of our stewardesses although they made their presence felt by replenishing supplies of fresh, thick towels while the guests were at breakfast. We were also provided with cosy dressing gowns and slippers for going to and from the shower cars modestly. One thing we puzzled over was why the stewardesses insisted on pulling all the corridor blinds shut. It might have been understandable in the heat of an Andalucian summer, but we were hardly suffering from an excess of sunshine. "They think it looks aesthetic," Tracy told me. But we had come for the views and so surreptitiously raised them again.

Overnight the train moved on and we woke to find we had already arrived in Granada. Heading straight for the Alhambra, we strode high up the hill overlooking the Albaicin (the old town) and the Sierra Nevada mountains. Of its time the Alhambra is the most outstanding Moorish monument in the world and the reason most tourists come to Granada. There's no hint from the outside of the exquisite decoration and workmanship to be found within - or that higher still you'll come to the Generalife, or summer palace, a haven of running water and refreshing gardens.

We stayed in Granada for the day and the next night, and the following morning left for Ronda just before daylight. As a result we arrived ahead of schedule and sat eating our breakfast in the station. "Why did we miss all that lovely scenery?" I asked Tracy. "We have no control over when we move," she told me. "It's RENFE - the Spanish railways - who set the timetables."

Fortunately there was plenty to see in Ronda. Few towns boast such a spectacular position: its white houses perch on the very edge of a rocky plateau, and the old and new towns are split dramatically by the 170m-deep Tajo gorge. With its position, surrounded by mountains, Ronda is a stunning sight. At long last the sun came out and we enjoyed a splendid morning tour. The afternoon was our own, and so I skipped lunch and took off to explore, admiring the variety of beautifully ornate wrought-iron grilles covering the windows of shops and houses.

The week had been carefully planned and, as well as touring the cities, there were gentler pursuits such as swimming in the pool at La Bobadilla, and exploring the baroque buildings of Antequerra.

On our last day we made a long bus journey from Don Hermanus to Jerez de la Frontera to watch the Lipizzaner horses perform at the Royal Spanish Riding School, and to spend a few hours appreciating the Domecq sherry bodegas. Then it was back to Seville to join the train on the platform we had left six days earlier.

This was our final evening and the time had come to dress for the farewell dinner. It didn't seem terribly romantic dining on platform six, but the conversation was good and addresses were exchanged between new friends. The bar carriage had gone to town and set up a tiny disco with flashing lights. Late home-going Spanish commuters must have wished they could join the party.

Valerie Singleton flew from London Heathrow to Seville with Iberia (020-7830 0011), which has daily services costing £204.80 return in June.

To book a package on Al Andalus, including flights, meals and a night at the five-star Hotel Tryp Colon in Seville, the price is £1,247 per person in June (single supplements are around £260) through Mundicolor (020-7828 6021).

If you would prefer to travel independently in the region, you'll find that rail fares in Andalucia are low, and travelling times short; Seville to Cordoba takes 41 minutes on an Ave high-speed train, while Seville to Granada is three hours.

For more information contact the Spanish Tourist Office at 22-23 Manchester Square, London W1M 5AP (020-7486 8077; brochure-line 0891 669920)