The Cove Lake State Park is a state park and recreation area in Caryville, Tennessee. It is located on the eastern edge of the Cumberland Mountains.

Created in 1937, the Cove Lake State Park features the Cove Lake, the impoundment of Cove Creek, created after the completion of the Caryville Dam. The park was one of the many state and local parks that were created in the 1930s as a part of the Norris Dam Project. A good number of the other structures inside the park were created by the Civilian Conservation Corps.

The Cove Lake State Park now offers a 100-site campground, indoor pavilion, restaurant, and numerous athletic fields and courts. They also have a 3.5 mile paved trail along the lakeshore, and another one leading to the Wheeler Cemetery and Caryville Dam. Visitors can also enjoy biking, picnicking, boating, hiking, fishing, and swimming at the site.