Named after Henry Dodge, the first governor of the Wisconsin Territory, the park contains geologic features indicative of the Driftless Area.

It is located 4.1 miles north of the Central business district of the City of Dodgeville.

The land is mostly oak and hickory forest with some sandstone bluff outcroppings and one named waterfall, Stephen's Falls.

A concession stand is maintained by the Dodgeville Kiwanis near Cox Hollow Beach.

There is a large variety of fauna in the park, such as White-tailed Deer, shrew, wild turkey, ruffed grouse, beaver, red fox, gray fox, woodchuck, muskrat, Red-tailed hawk, turkey vulture, pileated woodpecker, barred owl, raccoon and Coyote.