Pemba is a port city and district in Mozambique. It is the capital and largest city of the Cabo Delgado province and lies on a peninsula in Pemba …Pemba is a port city and district in Mozambique. It is the capital and largest city of the Cabo Delgado province and lies on a peninsula in Pemba Bay, the third largest in Africa. It is located northeast of Maputo, Mozambique's capital.