Treasure Cay, Bahamas offers 3 beaches perfect for sunbathing, surfing, swimming, and more. Treasure Cay is known for its stunning Treasure Cay Beach, one of the most beautiful beaches in the Bahamas. The best time to travel to Treasure Cay, Bahamas, is from December to April, with average air temperatures around 75-85°F (24-29°C) and water temperatures about 75-80°F (24-27°C). Sandee provides detailed maps, photos, and reviews from fellow beachgoers to help you Choose Your Beach™ and plan your perfect beach vacation!