Gnejna Bay is located on the western coast of Malta, roughly one kilometer from Mgarr.  It is mostly a sandy beach.  The clay slopes and limestone cliffs nearby make Gnejna Bay a unique location on the island.  The bay is next to two other popular beaches; Golden Bay and Ghajn Tuffieha, however Gnejna is smaller and usually less crowded, making it an ideal place for a quieter spot.