Caldey Island lies about ⅔ mile off the Pembrokeshire coast at its closest point. Priory Bay is the largest beach on the island and the arrival point for the boats from Tenby. The departure point is Tenby's Castle Beach, the crossing taking about 25 minutes. Boats run Monday to Friday from Easter until October, and on Saturdays from May to September. Caldey Island is privately owned by the Cistercian monks, and unofficial landings are not allowed. The village of Caldey is a short walk from Priory Bay and has toilets , a cafe with outdoor seating on a lawned area, a post office and a gift shop. Dogs are allowed on the island but must be kept on a lead.
Priory Bay beach is made up of coarse sand with some pebbles, backed by low dunes and is generally safe for bathing. West of the landing stage, the shore becomes very rocky, but at low tide it's possible to walk westwards along the shore past Eel Point to Sandy Bay. This is a small beach of steeply sloping sand and some pebbles, backed by limestone cliffs and plenty of small caves.
A little further west, a low-tide causeway connects Caldey to neighbouring St Margaret's Island, which was once quarried for its limestone and is now leased by a Wildlife Trust. Public access is not allowed. The causeway itself is mostly seaweed-covered limestone rocks, with some soft (sinking) sand on either side. Its main danger is that the cut-off channel is difficult to see from the St Margaret's side, and there have been drownings here.