La Jolla Cove is a small, picturesque cove and beach that is surrounded by cliffs in La Jolla, San Diego, California. The Cove is protected as part of a marine reserve; underwater it is very rich in marine life, and is popular with snorkelers, swimmers and scuba divers. Did you know: The La Jolla Cove is home to the annual "La Jolla Cove Rough Water Swim" in September which is one of the oldest ocean swims in the world.