Firehole Canyon is one of two designated swimming areas within Yellowstone National Park. The natural swimming hole is near Firehole Falls and part of Firehole River. Swim at your own risk, no life guard on duty.
You will want to travel down Firehole Canyon Drive, the road follows the same direction as Madison Junction which leads to Old Faithful. You may park along the road near the swimming area. There are changing rooms to put on your bathing suit. Follow the wooden stairs along to the swimming hole.