The park features a number of interesting rock formations including mesas, buttes and pinnacles that range from 80 to over 200 feet tall. Although this park is in the Driftless region that Wisconsin's glaciers didn't touch, these geologic features are partially the result of the last stage of glaciation.

During this glacial advance, the Wisconsin River was plugged near Wisconsin Dells. The river spread out to form glacial Lake Wisconsin, covering most of what today are Adams and Juneau counties, including the Mill Bluff area. The lake level meant that some of the mesas and buttes stood as islands, while others were submerged. Waves on the lake hastened the erosion of the sides of the rock forms. The unique flat-topped, cliff-sided rock structures are capped by layers of somewhat more resistant sandstone, which tends to break off in vertical fragments. 

These, and more, interesting glacial features are protected in Mill Bluff State Park. Because of the uniqueness of this park and of the delicate sandstone structures of the buttes, climbing on or defacing the bluffs is strictly prohibited. 

Year-round hiking is available at Mill Bluff. Hunting and trapping are allowed and, in the summer, swimming is available. While Mill Bluff is not staffed during the winter, the park is still open. Visitors can hike, snowshoe or cross-country ski on marked trail systems. Trails are not groomed or maintained for winter use. Although there is no biking at Mill Bluff, the county's Omaha Trail connects to the park and to the Elroy-Sparta and 400 state trails.