James Baird State Park is situated on farmland once owned by James Baird, a contractor and engineer whose firm constructed the Lincoln Memorial. In 1939, James Baird donated the 590 acres of land to New York State under the stipulation that it be known as James Baird State Park. Work began on the park and golf course in 1940. Construction continued intermittently during World War II and the James Baird State Park Golf Course was officially opened in 1948. Nationally renowned golf architect, Robert Trent Jones designed a scenic, fairly flat 18-hole golf course on this large tract of farmland in Pleasant Valley. To golfers' delight, the par 5, 13th hole is one of the most challenging in the Hudson Valley. In addition to the golf course, the park now also boasts a driving range, pro shop, clubhouse and a snack bar at the 1st and 10th holes.

James Baird State Park has much to offer. There are spacious open and wooded picnic areas and two picnic pavilions which can accommodate up to 300 people each by reservation. There is a playground as well as a sports complex where visitors enjoy playing basketball, softball, tennis and volleyball. Outdoor enthusiasts will find the seven miles of scenic wooded trails ideal for hiking in the warm months and cross country skiing and snowshoeing in the wintertime.