This is Little Venice in Mikonos town! The windmills you see in the background are up on the hill. If you navigate yourself to Negrita Bar or the restaurant called 'nice n easy' you'll find this exact walkway and you can take photos of not only the windmills but also the tiny fishing village area to the right. If its windy just be wary of the waves, they will catch you!

This place is best early in the morning - before the cruise ships come in and the large breakfast crowd arrives.