Cape Henlopen's beaches attract thousands of visitors who enjoy ocean swimming and sunbathing. Two designated swimming beaches provide lifeguard patrols between Memorial Day weekend and Labor Day. Umbrellas can be rented during the summer. The northern swimming area also features a modern bath house with showers, changing rooms, and a food concession.

The park's open spaces feature many other activities. A picnic pavilion and the "Officer's Club" building can both be reserved for group events. An 18-hole disc golf course encourages friendly competition, and basketball courts promote more active exercise. Winter hunting is permitted in some areas of the park; a hunting permit is required, and information can be obtained from the Park Office. Annual events such as the Kite Festival and the Halloween Spook Trail are family favorites. The park also conducts a variety of entertaining recreational programs, including natural history lectures, outdoor concerts, seaside seining, and birdwatching, to name but a few.