Sunset Lake   Be the first to submit input for Sunset Lake. If you have info on Sunset Lake, Cole County, Missouri please submit it here to improve this web site.          These outdoors activities are available near Sunset Lake.   Public Lands Near Sunset Lake: Rock Bridge Memorial State Park, Missouri, 20 miles away Finger Lakes State Park, Missouri, 31 miles away Lake of the Ozarks State Park, Missouri, 33 miles away   Camp Grounds Near Sunset Lake: Binder Park, Jefferson City, 7 miles away   Hotels Near Sunset Lake: Holiday Inn Express JEFFERSON CITY, Jefferson City, 0 miles away Econo Lodge Jefferson City, Jefferson City, 1 miles away Best Western Plus Capital Inn, Jefferson City, 1 miles away Days Inn Jefferson City, Jefferson City, 1 miles away Truman Hotel and Conference Center, Jefferson City, 1 miles away   Golf Courses Near Sunset Lake: Oak Hills Golf Center, Jefferson City, 1 miles away Turkey Creek Golf Center, Jefferson City, 3 miles away