When considering bicycling in the area, it's important to be aware of your surroundings and follow posted regulations. The park offers a scenic ride along the Riverfront Pathway; however, cyclists should proceed with care as pedestrians also use this path. Be mindful that wildlife is present throughout the region—maintain a safe distance if encountered.

For those seeking more challenging rides, local roads around provide additional routes but come with increased vehicle traffic. Ensure you have proper safety gear and are visible to motorists at all times.

While enjoying these options, always check for seasonal weather conditions which can affect trail accessibility and riding comfort. Stay hydrated especially during summer months when temperatures can rise significantly.

Lastly, maintenance schedules could temporarily close certain paths or trails without prior notice so checking ahead before planning your outing would be prudent.

On the Bighorn River, by the Terraces, is a newly constructed boat ramp. The sister to this ramp is located at the mouth of the Wind River Canyon to the south of Thermopolis. These two ramps were built by the Wyoming Game & Fish Department with the needs of physically impaired persons in mind. These fit well with the many other facilities in the state park that are also designed for physically impaired individuals. While the terrace ramp will be used primarily for removing boats from the water, there is still lots of water below the terrace area that can be floated and/or fished.

Hot Springs State Park offers a free bathhouse with indoor and outdoor pools, using mineral water from the springs. The State Bath House provides temperatures around 104 degrees Fahrenheit for therapeutic soaking experiences. For family-friendly swimming options, Star Plunge and Hellie's TePee Pools offer waterslides and varying temperature pools at an admission fee. Swimming is available year-round due to the geothermally heated waters of these facilities. Natural soaking in the park's hot springs along the Bighorn River is not recommended or permitted due to safety concerns.

Anglers can enjoy river fishing along the Bighorn River, which is accessible from within the park. Common catches include brown trout, rainbow trout, and cutthroat trout. Fishing ponds are also available for those looking to hook catfish or carp in a more contained environment. The thermal waters of some areas create unique year-round fishing opportunities not affected by winter temperatures.