Millions of years ago, a meteorite crashed into the earth in the region of what is now Sudbury, creating a band of nickel called the Sudbury Nickel Irruptive. Windy Lake is situated at the point where the Sudbury Nickel Irruptive meets the Canadian Shield. Today there are seven operating nickel mines within a few kilometres of the park.

The geology of the area was further affected by glacial action resulting in the formation of unpredictable hills and jagged outcroppings. These rocky outcrops overlook the sand plains and terraces -- laid down by the retreating waters of postglacial lakes -- on which the park lies.