The park is located on Fenwick Island, a narrow strip of land between the Atlantic Ocean and Little Assawoman Bay.

[1] While the governors of Delaware and Maryland were arguing over the correct boundaries, pirates used the harbors of Little Assawoman Bay to the west of Fenwick Island State Park as a safe haven.

For 100 years the pirates raided the ships of local and passing sea capitans, using Cedar Island in the bay as their base of operations.

[1] Fenwick Island has remained largely undeveloped because it is a narrow peninsula that is just 3 miles (4.8 km) wide.

Ocean City, Maryland occupies the southern tip of the peninsula on which Fenwick Island is situated.

A modern bathhouse is equipped with showers, changing rooms, a gift shop and food concession.

[2] The bay side of the park is open to fishing, recreational crabbing, clamming, sailing and windsurfing and kayaking.

[3] Visitors to the park may rent various types of watercraft and receive sailing lessons from an outfitter across bay at the Assawoman Wildlife Area.