The eastern terminus is at the Jones Beach Amphitheater east of an interchange with the Wantagh State Parkway.

The Bay Parkway begins at a loop at the west end of Jones Beach State Park in Nassau County.

The route heads eastward, passing the Short Beach Coast Guard Station to the north.

After traversing the Detective Betsy Horner Miller Cutrone Memorial Bridge,[4] Bay Parkway terminates at the Wantagh State Parkway near Jones Beach Parking Field #5 and the parking lot for the Jones Beach Marine Theater.

The entire route is in Jones Beach State Park, Nassau County.