For a place that claims to have 320 days of sun a year, Gibraltar is showing a grey face. Apart from sunshine, I’m expecting a few monkeys on a cliff above a concrete barracks - and that’s the second surprise. For the upper Rock is a green nature reserve, while the old town below turns out to be full of quaint, climbing alleyways lined with flowering creepers, Portuguese tiles and wrought-iron Andalucian-style balconies.

But the monkeys do exactly as expected. Like a welcome committee of prehensile muggers, they hop to it the minute we step off the cable car in the drizzle halfway up the 425.5 metre-high (1,396ft) Rock, grabbing at us for food, hanging off camera straps, the little ones posing winsomely for photos despite the rain. Below, I can see the casino, the wisteria-clad terrace of the Rock Hotel, a favourite of Michael Palin and Sean Connery, and, further off, ships bunkering in the harbour. Africa, just 14 miles away, is lost in the mist.

Walking up the road from the concrete Apes Den, we soon identify the national flower, Gibraltar candytuft, in the roadside scrub, as well as Gibraltar sea lavender, aloe vera and prickly pear, just a few of the 600 species seeded here by migrating birds, including the flights of eagles that stream overhead in spring and autumn.

Iron rings sunk into the roadside that were once used to haul up cannon announce we are near the entrance to the Great Siege Tunnels, begun in 1782 during one of Gibraltar’s many long battles against the Spanish. Usually, day-trippers from the Costa del Sol or the Algarve escape from the heat into their coolness; we fall into them as a refuge from the rain.

We are soon absorbed by the stories of our guide, Pepe Rosado, who’s not only a native but a lifelong enthusiast of Gibraltar. Dates and details of 14 - or was it 15? - sieges tumble out of him until we believe we can smell lingering traces of gunpowder. We emerge from tales of Nelson, shipped home dead in his barrel of rum after Trafalgar, to confront one of the oldest buildings on the Rock, the 14th-century Moorish castle.

More rain drives us into the museum, which rests on the Moorish baths. Here we discover that Gibraltar’s history goes right back to an ancient skull unearthed in 1848. It was not properly investigated until a big fuss over a similar skull found a few years later in the Neander Valley. Hence locals claim that Neanderthal man should really be called Gibraltar woman. Outside in Main Street, today’s women and men of Gibraltar are selling tourist tat (the displays of sunglasses and sunscreen have hastily been swapped for umbrellas and plastic macs) and duty-free goods - name-brand whisky is less than pound;6 a litre.

The next day, it’s too wet to go dolphin-watching - don’t ask me why - so we fetch up in another era of Gibraltar’s 32 miles of tunnels with another enthusiast: Sergeant-major Peter Jackson of the Royal Artillery, a cheerful Yorkshire transplant to the Rock. “When I first came here,” he says, “I wasn’t interested in history. But there’s so much of it that it just leaps up and bites you on every corner.” He issues us with hard hats and one torch between two and we march off into the tunnels dug in the Second World War. “You can walk for more than two hours and not see half of Gibraltar’s underground tunnels,” he says.

Well, at least we’re out of the rain, tramping past the spooky remains of field hospitals and kitchens, giant generators powered by jet engines and man-made caves that can take four-tonne trucks, while hearing how Eisenhower planned the Africa landings from an office deep within the Rock.

Monty’s double was here too - although he probably made use of the tunnel that led from the officer’s mess right into the more sybaritic Rock Hotel.

The puddles underfoot get deeper as Sergeant-major Jackson tells us how in Victorian times the limestone of the Rock was used as a giant filter to collect rainwater for the inhabitants and passing steamships. Water drips down the backs of our necks, making his ghost stories all the more spine-chilling.

You’d think we’d emerge into some fine weather, but no. More rain forces our homeward plane to divert to Malaga. It’s just an hour by bus on the motorway so I’m still pretty soaked when we land - though unlike Nelson, for me it’s all water, not rum.

BA flies between London Gatwick and Gibraltar twice a day (0870 850 9850; www.gbairways.com); Monarch flies daily from Luton (0870 040 5040; www.flymonarch.com). For more information and accommodation contact the Gibraltar Tourist Board: 020 7836 0777; www.gibraltar.gi; or: www.gibraltar.gov.uk.City Vacations (0870 242 0241; www.cityvacations.co.uk) is offering a three-night break from pound;209 per person in July, pound;299 in August, at the four-star Rock Hotel, twin-share, includes return BA flights from Gatwick, accommodation with breakfast.Group tours (six-20 people) of the Second World War tunnels by appointment only. Tel: 00350 5 5820. Very occasionally, military use, which takes precedence, can mean cancellation at short notice