[2] The park's primary feature is a 55-foot (17 m)-wide riverside cave formed by wind and water erosion and cataclysmic effects of the 1811–12 New Madrid earthquakes.

The Cave-in-Rock was worn into the limestone bluffs of the Ohio River by floods, especially those caused by glacial meltwater following the Wisconsin ice age.

[3] Unlike Mammoth Cave in nearby Kentucky, it was not formed by typical karst processes; it is a tunnel eroded into the bluff.

The first European to discover the Cave was M. de Lery of France, who in 1729 mapped and named it "caverne dans Le Roc" (cf.

From approximately 1797 until 1799, the cave was a hideout for a notorious gang of bandits headed by Samuel Mason, who preyed upon the lawless river commerce.