That would be Spain, the closest European country to Africa; just 9 miles of choppy waters (Strait of Gibraltar) separate Spain's southern tip from Morocco (Northern Africa, bordering the North Atlantic Ocean and the Mediterranean Sea).
There are two Spanish cities on the African continent, Ceuta and Melilla, separated from the rest of Europe by the Mediterranean, and separated from the rest of Africa by huge fences.
Ceuta is a city and seaport in northwest Africa, located on the Strait of Gibraltar. Bordered by Morocco, the city is an enclave of Spain and is governed as part of Cadiz province in Spain.
Melilla on the other hand is located slightly more than 150 nautical miles east of Ceuta and stands on a large cape which extends some 15 miles out from the coast. It is administered by the Spanish province of Malaga.
Both are potentially superior retirement havens; they have pleasant climate, duty-free ports, strong economies, modern facilities, and beneficial tax laws.
Your first trip to Africa may seem scary, but rest assured that many African countries have solid tourism infrastructures including five star hotels. Check out some tips for planning your first trip to Africa at Travelnoire.com.