Rodeo lies in the southwestern corner of New Mexico on Highway 80 less than one mile from the Arizona boarder making it geographically the most western town in the state. Founded as a stop on the El Paso and Southwestern Railroad it became a center for cattle shipping in the San Simon Valley. Situated in the center of the San Simon Valley, Rodeo is the gateway to the east side of the Chiricahua Mountains and the Peloncillo Mountains to the west.
Rodeo is located on New Mexico State Highway 80, a surviving section of an early coast to coast highway known as the Broadway of America . From I-10 in the north exit at New Mexico exit 5 (Road Forks) and proceed 10 miles to Granite Gap and then follow Highway 80 as it descends into the San Simon Valley. Another 15 miles brings the traveler to Rodeo. From Douglas, Arizona to the south, it is 50 miles traveling north on Highway 80 to reach Rodeo.
Rodeo is the gateway to the Chiricahua Mountains and the Coranado National Forrest . There are hiking trails throughout the Chiricahua Mountains, many with trailheads accessible from the east and Cave Creek canyon has several campgrounds for visitors. There are no established trails in the Peloncillo Mountains.
In addition to hiking, birding is a major activity. The Chiricahua sky islands  are known for their variety of unique species with over 375 recorded species including the Elegant trogon.