Rocky Bay Beach is a small cove and does not typically have lifeguard services. While the waters can be calm, swimmers should always exercise caution, especially given its secluded nature. The 'rocky' in its name suggests potential uneven terrain both on the shore and possibly in the water, so appropriate footwear is advisable. It's best to swim with a companion and be aware of any currents.

For a pleasant and less crowded experience at Rocky Bay Beach, visiting during the shoulder seasons (spring and autumn) or on weekdays is recommended. These times offer comfortable weather without the peak summer heat or weekend crowds. The beach is also noted for its sunsets, so an evening visit can be particularly rewarding, offering scenic views as the day ends.

Rocky Bay Beach is located near Shek O, so the most common way to reach it is by first traveling to Shek O village. This can be done via public transport like buses or mini-buses from various points on Hong Kong Island. From Shek O, Rocky Bay Beach is typically accessible via a short walk or a slightly more secluded path, depending on your starting point within the village.

As a small, hidden cove, Rocky Bay Beach does not have any direct dining establishments or accommodation facilities. Visitors should plan to bring their own food and drinks. For amenities, the nearby Shek O village offers a range of restaurants, cafes, and convenience stores. Accommodation options would also be found in Shek O or other accessible areas of Hong Kong Island.

Rocky Bay Beach offers a unique, more intimate experience compared to the larger, more frequented beaches in the Shek O area. Its small, south-facing cove provides a sense of seclusion and is particularly noted for its beautiful sunsets, making it a romantic spot for couples. It adds a useful local depth, allowing visitors to discover a quieter side of the Shek O coast beyond the main attractions.