SR 39 north leads to George T. Bagby State Park.

The route heads northeast through rural parts of Clay County to Clay County Road 43 (CR 43, Cotton Hill Road).

SR 266 eventually gets to the unincorporated community of Coles, where it intersects Cotton Hill Road (a different one from near the western terminus of SR 266), which leads to the unincorporated community of Days Crossroads.

Just before reaching its eastern terminus, an intersection with US 82/SR 50 southwest of Cuthbert, the highway crosses a Central of Georgia Railway line.

[1] There is no section of SR 266 that is included as a part of the National Highway System.