It is located near Chatham in Jackson Parish on the northern shore of Caney Creek Lake,[4] a 5,000 acres (2,000 ha) reservoir.

In 2003, it was renamed in honor of the former Governor Jimmie Davis, a native of nearby Quitman in Jackson Parish.

Jimmie Davis State Park encompasses the mixed pine-hardwood forested peninsula at Caney Creek Lake.

Several miles of country lanes and roads pass within and outside the park for easy exploring.

The park is the home of abundant wildlife, including white-tailed deer, raccoon, opossum, squirrels, rabbits, and waterfowl.