The citizens, aged 45, 22 and eight-years-old, told maritime police that they had swum out to the cave but could not return as the sea level rose and trapped them.
A lifeboat was called to rescue the two women and the child who were then taken to Benagil beach.
The caves near to Benagil are very popular tourist attractions in the local area, however the maritime police do not advise anyone to swim to the caves as sea conditions can change quickly leading to people becoming trapped.