Siempre voy a Málaga en verano.

Hola Peter

The most natural way to say "in summer" in Spanish (when we are talking generally) is "en verano" (no article), but using the article wouldn't be incorrect either: Siempre voy a Málaga en el verano.

We we tend to use the definite article is when we start being more specific, for example:

Saludos

Inma