A 7-mile section of the North Country National Scenic Trail goes through Craig Lake State Park. This trail travels through stands of northern hardwoods and is lined with evergreens. It features two newly constructed pedestrian bridges that cross the Peshekee River as they travel west out of the park. There are three backcountry campsites (reservations only), located along the trail.

The main trailhead is located on the south side of Craig Lake and a second trailhead is located just beyond the Keewaydin Lake yurt accessing trails heading to the Peshekee Headwaters. Self-registration stations are at the main trailhead and at the intersection of Nelligan Lake and Keewaydin Lake roads.