The village sits in the heart of the Parc Naturel Régional du Pilat, a protected highland massif between the Rhône valley and the plains of the Loire. The park covers roughly 700 sq km of granite hills, forests of oak and pine, and high moors, rising to 1,432 metres at the Crêt de la Perdrix. It is excellent walking and cycling country, with a well-marked network of trails — the GR7 long-distance path passes through the area.
From Sainte-Croix itself, several walks lead directly out into the hills. The Tourist Office in the nearby town of Bourg-Argental has trail maps and can suggest routes appropriate for different abilities and the time of year. In spring, the hillsides above the village are dotted with wildflowers; in autumn the colours in the deciduous forest are particularly good.