Sure there are! There are many Costa del Sol hostels ("hostels" is the plural English word for what's called "hostales" in Spanish - "hostals" is a Catalán word. "Hostels", in Spain, should not be confused with YOUTH hostels which are called "albergues juveniles" in Spanish).

You might try a search of XYZ City and the word HOSTAL as your key words because all hostels start with the word HOSTAL in their name like HOSTAL MADRIDMAN or HOSTAL MIJAS for example.

There are fewer hostels on the Costa del Sol since that's such a higher-cost area and most people stay in nice hotels so there's less of a market for budget lodgings like hostels.

Good luck! Saludos, MadridMan