There is currently, on a trial basis, one direct bus service each day from Málaga Airport to Nerja and one from Nerja to Málaga Airport, so no changing at Málaga bus station.
Málaga Airport to Nerja: Leaves 11:00, arrives Nerja 12:23. Price €4.13 single or €7.47 return.
Route: MALAGA AIRPORT, TORRE DEL MAR, LA CALETA DE VELEZ, EL MORCHE TORROX (E), NERJA.
Nerja to Málaga Airport: Leaves Nerja at 09:00, arrives Málaga Airport at 10:25.
This service cannot, at least for the time being, be booked online.