Very safe, I would just try to avoid La Calzada and the train station at night. Be also careful with your belongings at San Lorenzo beach if you go for a swim on Summer. Apart from that you can trust people. They are very friendly.

I have here for more than 7 months and haven't heard a single story of violence or theft or any crime for that matter. Judging by the period I have stayed, it is the safest places for sure. In fact, it's a very small and beautiful and relatively quite town. Everyone instantly falls in love with the serenity of this little place.