Located on the western coast of Cape Range National Park in the town of Exmouth, Osprey Bay is a small beige sand beach with many rocky portions. This beach is positioned in an Osprey Sanctuary zone of Ningaloo Marine Park, near the famous Sandy Bay, and has a beautiful backdrop of rugged ledges, dunes, bushlands, and Osprey Bay Campground, which together provide incredible views of the vast Indian Ocean. The beach is part of the Ningaloo Marine Park, which is considered one of the world's largest fringing coral reefs.