Mykonos is an island in the Cyclades group and is located in the Aegean Sea. Mykonos offers amazing beaches, beautiful nature, picturesque villages, delicious Greek food and a chic lifestyle. It’s known for its nightlife and Iconic landmarks that include a row of 16th-century windmills, which sit on a hill above Mykonos town. The Cyclades are an island group in the Aegean Sea.