Naida Caves are the most interesting rock formations in Diu. It is believed that these caves existed naturally earlier, but when the Portuguese took over the region, they used the orange-brown stone from them to make the majestic Diu Fort, leaving behind an interesting structure. These caves are a maze-like formation that are a delight to explore. Located outside the Diu fort, the caves are adorned with an intricate network of tunnels and huge step-like structures that make for a fascinating climb. The caves also provide good opportunities to photographers as the sunlight streaming through various cracks make the scene quite photogenic. Moreover, traversing through the rock-hewn structures and climbing over the steps is a thrilling experience that should not be missed.