Danby is widely used as a base for wider moorland walking. Routes head out toward Ainthorpe, Danby Rigg, Little Fryup Dale, Oakley Side and Clitherbeck, and onto the higher moor. The North York Moors Cycleway passes through the village.
Above the village, on an escarpment spur, stands Danby Castle, the estate manor court and farmhouse, associated with Catherine Parr. It can be reached on foot as a landmark on a walking route, but there is no interior visitor access. Further onto the moor, Danby Beacon at 299 metres has broad views, a 1600s warning-beacon history, and a later role as an early RAF radar station in the Second World War. Both are nearby context on the wider moor, not part of the village core. Ancient tracks cross the moorland here, including Pannierman's Causeway.