The park is part of Sydney Harbour National Park with outstanding views of the harbour. Neilsen Park has the right mix of open space and shady reserves, as well as one of the best beaches on Sydney Harbour - Shark Beach - which is a great spot for snorkelling and swimming. The park has a long tradition as a favourite family beach and picnic area in the Eastern Suburbs.

Neilsen Park is part of the Rose Bay to Watsons Bay Walk.

The Park was established as a public reserve in 1911, thanks to the efforts of the Harbour Foreshores Vigilance Committee. The committee was formed in 1905 to urge for the return of foreshores to public ownership.

The park has picnic tables, kiosk, toilets and beach. You can bring gas barbecues into the park. Dogs are prohibited at all times.