Lake Audy is located within Riding Mountain National Park in Manitoba, approximately 41 kilometres west of Wasagaming off Highway 354. The lake is open to canoeing, kayaking, and paddleboarding, with only non-motorized, hand-launched vessels permitted on the water. A boat launch is available at the Lake Audy Campground, which sits directly on the lake and provides convenient water access for paddlers.

Before launching, all paddlers must comply with Parks Canada's mandatory watercraft inspection program. Every watercraft and piece of water-related equipment — including life jackets, fishing gear, inflatables, and wetsuits — must be inspected by Parks Canada staff prior to entering park waters. Watercraft that pass inspection receive a permit; those that fail may undergo a free decontamination by trained staff, while non-compliant watercraft are denied entry entirely. Paddlers using non-motorized craft must choose between an annual permit for Clear Lake only or a separate annual permit covering outlying waterbodies within the park, which includes Lake Audy, Moon Lake, and Lake Katherine. The Clean, Drain, Dry protocol is required every time a paddler moves between different lakes or rivers within the park.

Lake Audy is classified as one of Riding Mountain National Park's outlying lakes, alongside Moon Lake, Lake Katherine, Whirlpool Lake, Deep Lake, and Grayling Lake. A dam is present on the lake. The surrounding area offers day-use areas, hiking trails, and proximity to the Lake Audy Bison Enclosure, where a herd of plains bison can be observed — a notable wildlife feature in the immediate vicinity. The broader park landscape encompasses boreal forest, aspen parkland, and fescue grasslands, and the area is recognized for wildlife viewing opportunities including elk, black bear, and moose in addition to bison.

Facilities at the Lake Audy Campground include unserviced campsites, a kitchen shelter, privies, firewood, a fish cleaning hut, water taps (non-potable), a dump station, and wireless signal. Fishing is permitted on the lake with a valid fishing licence, which can be purchased at park entry gates or authorized sellers. The campground also features a horse corral and group camping area available by reservation.