Kennywood is approximately 8 miles (13 km) from Downtown Pittsburgh, in West Mifflin, Pennsylvania. The park is along Pennsylvania Route 837 (Green Belt), known as Kennywood Boulevard as it passes through the borough. The closest Interstate connection is Exit 77 (Edgewood/Swissvale) on Interstate 376. The Mon–Fayette Expressway will eventually go past Kennywood, which will prompt an expansion of the park when it is built.

Historically, the park is across the river from the location of the July 9, 1755 Battle of the Monongahela, where British general Edward Braddock was mortally wounded, ending his expedition to capture the French Fort Duquesne during the French and Indian War. George Washington was a colonel to Braddock, and fought at the battle before they retreated. Later the land on the bluff above the Monongahela River was part of a farm owned by Anthony Kenny. Around the time of the American Civil War, the site was a popular picnic grove for locals, known as "Kenny's Grove".