There are picnic areas at both ends of the lake. Two enclosed shelters and three open air shelters are available for rental. Reservations are accepted starting the first working day after January 1 each year.

Devil's Lake has 29.9 miles of trails, all of which are open for hiking in spring, summer, and fall. There's a 1-mile interpretive nature trail and 1.5 miles of trail that are accessible for people with disabilities

The park also has 8.0 miles of off-road bike trails. A state trail pass is required for anyone age 16 or older to use the mountain bike trails.

There are no official paved road-bike trails in the park, although many people enjoy riding several miles on all the paved campground roads. A 2-mile paved bicycle trail extends from the park's north shore entrance to the City of Baraboo.

In winter, there are 22.4 miles of cross-country ski trails, with four different loops marked for beginner, moderate, or advanced classic-style skiers, along with a section for skate-skiing. The ski trails start in the Steinke Basin meadow, then wind their way through oak, ash, hickory, and maple forests.