Set in an oversized valley, Coal Lake is evidence of glacier-retreat over 10,000 years ago. Nowadays, this area is used for boating and fishing in the summer and ice fishing in the winter. Water levels can impact boat access. There are no public-access hiking trails from this location.
The park is easy to access from Hwy. 616, just 10 minutes northeast of Millet. The south end of the lake ends at a spillway which feeds into Pipestone Creek.