Not being a golfer myself, I wouldn't know but there is La Finca about 5-10 mins drive away in Algorfa (I suppose it must be quite good as it is featured as a destination in a quite upmarket 'golfing holiday' brochure I have seen. Next nearest is La Marquesa at Ciudad Quesada (10/15mins away).
There are a couple of others relatively close - campo de Golf Villamartin, Club De Golf Las Ramblas Orihuela & Real Club de Golf Campoamar.
Hope this helps