The Bay of Naples is not one dive destination but a compact expedition through several underwater worlds. At Baia, certified divers and snorkelers follow guides over submerged Roman rooms, roads, mosaics, and statues in water as shallow as 3 m. Around Ischia and Procida, the Regno di Nettuno marine protected area shifts the focus to volcanic walls, Posidonia, gorgonians, fumarole-shaped geology, and deeper red-coral terrain. Capri adds dramatic limestone, sea caves, coached freediving, and premium boat logistics. The strongest itinerary is land-based and operator-led: book Baia separately, use authorized centers for Ischia and Procida, and keep Capri weather-flexible. Late May to June and September to early October usually give the best balance of swimmable water, dependable boats, and manageable crowds. July and August are warmest but busiest, while winter works best for Baia, training, museums, and opportunistic sheltered dives.