The largest muskie ever caught in Kentucky (47 lb.) was caught in Cave Run Lake.
The lake also provides various other recreational activities (swimming, boating & sailing, canoe and kayak, jet skiing, camping, hiking, well known for Mountain Bike trails, etc.)
There are two marinas that serve the lake, Scott's Creek Marina and Long Bow Marina.
Zilpo Road A scenic byway, is one road which provides access to the Bath County side of Cave Run Lake and is usually accessible throughout the year. The byway provides access to pioneer weapons hunting areas, a campground, and numerous hiking trails.