Henties Bay offers a pleasant experience for those who enjoy walking, with its scenic coastal views and relaxed atmosphere. Travelers can access basic amenities such as shops and restaurants on foot, particularly in well-populated areas. However, the town is relatively spread out, limiting the ability to accomplish all tasks without occasionally resorting to other forms of transport. While the infrastructure supports peaceful and leisurely strolls, it may not suffice for those who need frequent access to a broader selection of services.

Henties Bay's public transport options are almost non-existent, presenting a significant challenge for travelers who rely on public systems to explore or manage daily activities. There are no direct transit solutions from major hubs like Windhoek, with the nearest transport links requiring bus transfers and taxi rides from areas such as Swakopmund. This makes personal vehicles or alternative transport means more necessary for efficient movement within and beyond the town.

Cycling in Henties Bay is feasible but comes with limitations due to the lack of dedicated biking infrastructure. While some roads are smooth and compact, providing decent conditions for biking, the absence of bike lanes may deter long-distance or frequent cycling. There's an interesting stretch at the local golf course that might appeal to cyclists, but overall, biking remains a secondary mode of transport, better suited for short trips within town.