There's no trains but there is a bus.

Copied from another forum.....

Cliff

Hi, use this link for the coach service from Almeria to Malaga. it is an excellent service and cost just over 14 euro's. You can search in English.
Have a good trip.
http://www.alsinagraells.es/

You need to visit the renfe web page. I dont think youll get a direct service.Youll probably have to change at Cordoba and Albacete.

Thanks for your replies.They were very helpful