The Madalena Islets are the exposed remains of a submarine volcano which have been eroded by the sea and seismic activity over the ages.

The space between the two islets is the old volcanic crater formed of tuff rock and is approximately 20 metres (66 ft) deep.

Surrounding waters include sandy clearings and areas of small sea-eroded rocks called calhau rolado ("rolled pebbles") in Portuguese.

[1] The waters surrounding the islets are home to common bottlenose dolphins,[1] Atlantic bonito,[2] groupers, and needlefish.

Since June 1995 the Madalena Islets have been recognized as a protected Natura 2000 site by the European Environment Agency under the Habitats Directive.