Vedbæk's sandy beach lies just below the railway station, stretching south along the Øresund shore. It is a well-maintained Blue Flag beach popular with Copenhagen day-trippers in summer — the water is clean and relatively calm, protected by the shallow gradient of the sound. The small marina alongside it has cafes and a fish smokehouse where you can buy smoked herring (røget sild) to eat on the shore.
The beach walk north along the Strandvejen toward Rungsted passes a series of handsome old villas set back from the water — the kind of affluent coastal scenery that characterises this stretch of the North Zealand coast. On clear days the Swedish coast is visible across the sound, about 12 km away.