Home > Central Cuba Central Cuba Cienfuegos The province of Cienfuegos, aprat from the city of Havana, is Cuba's smallest province and is also the least populated. the city of Cienfuegos is located on the Bahia (Bay) of Cienfuegos, which opens into the Caribbean Sea. Though the bay was explored by Columbus in 1494, the region remained largely unpopulated for more than three centuries. Cienfuegos, known as the "pearl of the south", has some fine neoclassical architechture, well laid-out streets, lively musical traditions and a number of interesting places nearby to visit on day trips.