The Bay is situated above Coldingham Sands, a 5 minute drive from the village of Coldingham in the Scottish Borders on the dramatic East coast of Scotland.

Coldingham itself is conveniently located just off the A1 from where it is a 20 minute drive to the main line train station at Berwick-upon-Tweed and just over an hour to Edinburgh station or airport.  Berwick itself is 3 hours and forty minutes on the train from London King's Cross.  Cars can be hired in Berwick and Edinburgh or from Newcastle train station, which is 1 hour and forty minutes away by road.