It is one of two beaches of the same name in Bermuda, with the other located at Tucker's Island: since the 1940s part of a peninsula that housed the former US Naval Operating Base, and is now called Morgan's Point.
A beach volleyball competition takes place once a week in the summer months, and is a regular activity for both tourists and locals alike.
Horseshoe Bay is also the usual location for a New Years party organised by those members of the significant expat population who have opted not to go overseas for the season.
Beachfest (as it is known) is an action packed 2 day event full of live entertainment, beach sports, cultural traditions, activities and more, and attracts the largest cross-section of locals and visitors on the island.
The headland separating the western end from East Whale Bay holds the remains of fortifications that housed a coastal artillery battery, with another on the high ground behind.