Cove Lake State Park is located at the western end of Powell Valley, a valley dividing the Cumberland Mountains to the north and west from the Appalachian Ridge-and-Valley range to south and east. Cross Mountain— which at is the highest mountain in Tennessee west of the Blue Ridge Mountains— dominates the view to the west. The southern tip of Fork Mountain overlooks the park immediately to the north. Cumberland Mountain, a narrow ridge that spans the entire northern rim of Powell Valley, stretches nearly between Bruce Gap (just north of Cove Lake) and Cumberland Gap to the northeast. Cumberland Mountain's rocky western tip, known as Devil's Racetrack, is visible from most anywhere in the park.