Where have all the Azores' whales gone?

It vanished as quickly as it came: a sudden splash and a smooth surface caught the corner of my eye before disappearing under the water. Murmurs of satisfaction were exchanged as we congratulated ourselves on the combination of luck and quick-wittedness that led to us spotting the creature.

OK, so I confess, it was just a humble green frog in a rain-filled trough on a mountain path. But having spent several days trying to fulfil our ambitions of spotting a whale – and having failed even to step on to a boat – we had dramatically lowered our nature-spotting standards.

For many people heading to the Azores, a cluster of nine volcanic islands flung amid the rolling waves of the Atlantic, whale watching – as opposed to frog watching – is the raison d'etre of their visit. As I flew across the Atlantic towards the archipelago, my mind had been awash with briny fantasies of oilskins, orange dinghies and perfectly formed whale tails disappearing into the waves.

The possibility that I might not spot a whale during my visit at the height of the whale-watching season, which runs from May to August, had not really entered my mind. After all, weren't these the largest creatures on earth? Unfortunately, the weather gods had other ideas.

The archipelago of the Azores is an autonomous region of Portugal which lies some 1,500km from Lisbon and 3,900km from the coast of North America. It also has notoriously changeable weather. This is both part of its charm – as reflected in its fertile, flower-filled landscape – and, I was soon to discover, a source of frustration amongst budding whale watchers.

Luckily, there are ample activities on the islands to ensure that visitors can enjoy an eventful break without ever glimpsing a cetacean. Arriving in the largest island São Miguel, it soon becomes clear why the island is known as Ilha Verde (Green Isle). Sloping green hills that would not look out of place in Wales or Ireland surround the neat black-and-white buildings that line the cobbled streets of Ponta Delgada, the capital of the Azores.

Tony, our guide, quickly breaks the news that poor weather has delayed our proposed whale-watching trip for at least a day. Ten faces drop, before slowly perking up at descriptions of the interior of the island: the promise of misty mountain peaks, turquoise lagoons and steaming thermal springs may well be enough to compensate – for one day at least.

White cloud cover hangs thickly above our heads as we set off. Peering through the fog, it soon becomes clear that the island is a riot of exotic flora. More than 500 of the archipelago's 850-odd plant species have been introduced to the islands as opposed to being endemic: the visual spectacle is like a long-running floral shopping spree. The hilly roadsides are lined with flowering ginger lilies and hydrangeas, agapanthus and orchids. Spiky New Zealand Christmas trees with ruby-red flowers stand tall alongside poker-straight Japanese cedar.

Our first stop is a surreal tour of a tea plantation factory on a windswept cliff top: evidence of the Azores' status as Europe's only tea-growing region. With Victorian machinery clanking in the background, we nod sagely over paper cups of orange pekoe, before leaving for Furnas, a whitewashed spa town wedged into a volcano crater in the south-east. The eggy stench of sulphur hangs in the air and a string of steaming fumaroles bubble noisily. After tiptoeing around the scalding geysers (scarves firmly covering noses), we indulge in our second drinks-tasting session of the day, this time swapping tea for mineral water.

Furnas lays claim to 22 different types of mineral waters, all expelled from the volcanic depths of the island and accessible via ornate taps lining the cobbled streets. I slurp a variety of these waters via large green leaves fashioned into cones. One variety is nauseatingly heavy with copper and results in an involuntary expulsion, but the best is thirst-quenchingly perfect: soft, clean and faintly carbonated.

Towering verges surround the still waters of Lake Furnas, from where a short lakeside stroll through a dense bamboo forest leads to another unusual highlight: the local outdoor kitchens. Holes are dug one metre deep in the ground; in these holes casserole dishes of raw food are buried and then collected around seven hours later. Heated slowly by the geothermal properties of the soil, the end result is a cozido (stew) – and after watching our lunch being pulled from the soil, we follow it being driven a small white van to Tony's restaurant nearby. Here, we tuck into a deliciously rich and smoky dish of chicken, sausages, black pudding, cabbage, carrots and potatoes which is the perfect companion with Azorean red wine and warm local bread.

Our whale-watching substitute for the afternoon is a visit to Terra Nostra, a regal 18th-century estate built as the summer retreat of the wealthy US merchant Thomas Hickling. Swan-filled streams and ornate grottoes weave among the lush groves of camellias, azaleas and rhododendrons creating the ambience of a magical secret garden. And at the heart of the gardens is a naturally heated thermal pool. I am not immediately tempted to swim in the brown and murky water. Fortunately, the warmth is as inviting as a hot bath – and soon I am swimming sedately around the pool, before stopping for a scalding-hot shower at one of the taps.

The next morning, my optimism at seeing a whale wanes the moment the hotel curtains open to reveal even cloudier skies. But keen to explore despite the weather, I jump at the chance to hike around Sete Cidades, a mythical spot on the island. It is here, local legend dictates, that the tears shed by the thwarted love of a blue-eyed princess and a green-eyed shepherd led to the creation of two perfect crater lakes – one green and one blue.

As gale-force winds and prickling rain lash the windows of our minibus en route to our hike, I briefly question the sanity of venturing out in such inclement conditions. But the prospect of a bracing walk, albeit in the rain, seems infinitely more inviting than staying in the bus. So, dressed in industrial-strength waterproofs and armed with an umbrella that proves to be more decorative than practical, I set off with the others up a gently sloping country path.

Jumping over puddles and surveying our limited vista of rows of green hedgerows on either side of the path, we listen to Tony describing the beauty of the lakes in fine weather. It transpires that we are walking along a country path spanning the caldera walls that peak at 500m. Slipping into a peaceful rhythm of walking and talking, we head past lush green farmland, through pine forests and across grassy verges.

And all the time, the rain continues to fall. As we reach the highest point of the caldera wall, the swirling mist continues stubbornly to block our views, so we find ways to entertain ourselves as we trudge along the country paths (the sight of that leaping frog being one such distraction). As with the best of walks, one of the highlights is our arrival at a tiny local café. We leave a trail of puddles as we venture across the threshold, then gratefully warm up over strong coffee and Portuguese custard cakes.

My whale-sighting ambitions had not yet been extinguished completely. The following morning, I fly to my final destination: Horta on the island of Faial. It was in Horta's bustling port that a flourishing whaling trade was in place until the 1984 ban led to a surge in whale-watching tourism. And so it is with some optimism that I ignore the drizzling skies to present myself to a gentleman called Norberto and ask whether he will, finally, take me to see a whale.

With his long, sun-bleached hair, red bandana, weathered face, piercing green eyes and dog Simba, Norberto would not look out of place in Pirates of the Caribbean. But after a long pensive stare and a stroke of the chin, Norberto shakes his head: "No, no, Not today. Bad weather."

It probably appears as though I am about to burst into tears. Norberto certainly begins to pace anxiously around before theatrically raising his hands: "OK. I need to go to the next island and you can come with me. Maybe no whales, but you will at least go on a boat."

And so, dressed in comically large yellow trousers and jacket, with Simba by my side, I happily climb into Norberto's motor boat and we bounce over the choppy waters en route to nearby Pico island. Tearing over the steep waves, I am too busy trying to avoid flying over the edge of the boat to even think about whales. But it's an exhilarating feeling finally to be at sea. Norberto cries out when he sees a flying fish skimming above the waves. Then, as we approach a flock of Cory's shearwater birds, he slows the boat down, the sun breaks jaggedly through the grey skies, and we sit surrounded by thousands of sea birds. For 15 minutes, we bob in the water in silence. Even Simba the dog seems transfixed. Suddenly I don't feel deprived at the non-appearance of whales: with or without them, the Azores are still full of surprises.

The writer travelled with Explore (0844 499 0901; www.explore.co.uk), on a five-day Azores Whale Searchtrip. Departures between May and August 2008 from £725 per person, including TAP Portugal flights from London Heathrow via Lisbon, transportation, four nights B&B accommodation in hotels and the services of a tour leader