The C1 train timetable from Malaga airport to Fuengirola shows that trains run every twenty minutes. It’s a fantastic service throughout the day.
There isn’t a direct bus from Malaga airport to Fuengirola bus station. You would have to go all the way into Malaga city to the Malaga bus station then catch the bus from there all the way back past Malaga airport, stopping all the way along before getting to Fuengirola.
But the great train service from Malaga airport train stop to Fuengirola train station runs every 20 minutes from 6 in the morning to midnight. Trains pass in both directions every hour, from Fuengirola train station towards Malaga Centro and from Malaga Centro towards Fuengirola train station.
Don’t hurry from baggage retrieval to the Malaga airport train station. It’s only a five minute walk and by the time you have bought your ticket from the machines at the entrance to the station or from the ticket office window, your train will be approaching the train stop.
Keep an eye on your luggage. I say that to all my travellers!