Due to the range of formations at Cayton Bay, a variety of fossils can be found. At the North end of Cayton Bay, nodules from the Cayton Clay containing shrimp (Meyeria) and Macrocephalites kamptus.

Bivalves can be found at low tide on the foreshore. Walking South, bivalves, brachiopods, gastropods and Ammonites fauna can all be found in a thick bedded fossiliferous calcareous sandstone bed.

At the waterworks at low tide calcareous sandstone yields bivalves, from the Oxford Clay, Cardioceras and Peltoceras are common and from the Hackness Rock Member, Quenstedtoceras and Peltoceras are sometimes found. At the far South end of the bay, the return of the thick bedded fossiliferous beds along with Oxford Clay outcrops yield a range of fossils.