Cane Bay, United States Virgin Islands offers 1 beach perfect for sunbathing, surfing, swimming, and more. Cane Bay, Saint Croix, United States Virgin Islands, is known for its vibrant coral reefs and the famous Cane Bay Wall, a popular diving site. The best time to travel to Cane Bay, United States Virgin Islands, is from December to April, with average air temperatures around 77-82°F and water temperatures about 79-82°F. Sandee provides detailed maps, photos, and reviews from fellow beachgoers to help you Choose Your Beach™ and plan your perfect beach vacation!