Pony Express Lake is a 240-acre impoundment located within the Pony Express Lake Conservation Area in Missouri. The lake features a concrete boat ramp and parking lot, making it accessible for launching kayaks and canoes. A second water body, the 45-acre Buffalo Bill Lake, is located in the northern section of the conservation area.

The area is open for public use from 4:00 a.m. to 10:00 p.m. daily, though launching and landing boats is permitted 24 hours a day. Boats including canoes, kayaks, and paddleboards are allowed on the lake's waters. Houseboats, airboats, and personal watercraft are prohibited. All state boating regulations regarding registration and required safety equipment apply.

Facilities are basic, with pit toilets available but no drinking water. The conservation area offers parking areas and some day-use picnic spots near the water. The shoreline includes multiple fingers and coves to explore, with gravel roads providing access to different portions of the lake.

The area serves as habitat for various wildlife, particularly waterfowl. Visitors regularly observe birds, and coyotes can sometimes be heard at night. Fishing is permitted, with bluegill among the species present.

The lake was created in 1966 as part of a conservation project demonstrating the balance between agricultural operations and wildlife populations. It holds historical significance due to its proximity to St. Joseph, where the original Pony Express mail service began in 1860.

For paddlers' planning purposes, the lake sits at an elevation of 984 feet. The conservation area features a mix of open water and agricultural landscapes. While the lake can get crowded during peak times, many visitors note its generally peaceful atmosphere, particularly during early morning or evening hours.