The Grayson Lake State Park is a state park and recreation area in Olive Hill, Kentucky. It is well known for its recreational opportunities.

Established after the creation of the Grayson Lake, the Grayson Lake State Park features the lake as one of its main attractions. The body of water measures 1512 acres and offers various water related activities including fishing and boating among many others. The site is also famous for its challenging 18-hole golf course, the Hidden Cove, which was rated as the #4 course in 2005 according to Golf Digest.

Visitors of the Grayson Lake State Park can also enjoy several other activities including hiking through its nature trails, camping, hunting, picnicking, and wildlife and wildflower viewing.