Geologically similar to the Badlands of South Dakota, the Cheltenham Badlands are a lot smaller in scale. They are a swath of Queenston Shale with layers of siltstone and sandstone. When it was formed, the land was under water. Circulating water helped form the grey streaks in the rock.

Lower oxygen levels in the water helped turn the red oxidized iron into green. A glacier from the last ice age depend the valleys and left behind rich nutrients as it melted, making it ideal for forest growth. In more recent centuries, Europeans used the land as a vineyard and remnants of buildings can be seen along the trail.