One of the most popular areas with tourists is Little Venice. Little Venice in Mykonos is a charming little area, that is not far from the famous windmills. Little Venice’s outlook to the sea, the buildings that overhang the water and the windmills in the background make this area the subject of many paintings and is indeed a photographers dream. A visit isn’t complete without a stop here for an afternoon drink or to dine as the sun goes down.