The park was established in 1932 to protect sandstone outcrops eroded into picturesque walls and ledges.

The region is formed from Late Cambrian sandstone deposited 500 million years ago at the bottom of shallow inland seas.

The river has since changed course, now running 1.5 miles (2.4 km) to the east, leaving the rock walls of its former gorge exposed.

Situated in a major tourist area, Rocky Arbor State Park has well-developed visitor amenities despite its small size.

There is a campground with 89 campsites (18 of them with electrical hookups), showers, flush toilets, a playground, dump station, and picnic area.