Mount Hay is approximately 944 metres (3,097 ft) AMSL and is one of several basalt caps located within the UNESCO World Heritage Greater Blue Mountains Area.

There is a walking track that goes to the top of the mountain, but the initial approach is via the Mount Hay Road, which branches off from the Great Western Highway at the town of Leura.

The road, which is unsealed and fairly rough, winds generally north-east for 14 kilometres (8.7 mi) or so and terminates at the Mount Hay picnic area.

The latter is extremely basic, with an unreliable water tank, a stone fireplace and enough room for one tent at a pinch.

About 4 kilometres (2.5 mi) south of the picnic area there are other walk possibilities, in the form of the Lockley Track, which goes down to the Blue Gum Forest, in the Grose Valley.