Gray Whale Cove State Beach is located along a section of California Highway #1 that wraps around Montara Mountain between Pacifica and Half Moon Bay. The section is also known as Devil's Slide; the road was closed numerous times for extended periods of time when cliffs become unstable and there are ongoing efforts to stabilize the road and make it safe.

The beach features a sheltered cove surrounded by cliffs that drop abruptly into the Pacific. Named for its bluff-top views of the whale migrations along the coast, the beach actually sits at the base of mountains and requires descent along a steep trail.

Gray Whale Cove State Beach is one of the few beaches in California officially recognized as a naturist or clothing optional beach.