Cove Lake State Park's 673 acres are situated in a beautiful mountain valley setting on the eastern edge of the Cumberland Mountains. There are scenic nature trails and bike trails leading through the open grasslands and woodlands. In the winter, several hundred Canada Geese make this lakeshore their feeding ground. Nearby is the Devil's Race Track whose steep pinnacle rock affords a panoramic view.
There are 112 picnic tables and grills to serve the Cove Lake day-user. Most sites are located adjacent to the lake. Six large picnic pavilions are provided for family reunions and other large group use. Playgrounds, playfields, restrooms and water are conveniently located to serve picnickers. Picnic areas are not covered but they are situated in shady locations.