Location. Situated on the beach in Key Largo, Coconut Bay Resort Key Largo is close to Bluefin Rock Harbor Marina and Dolphins Plus. Additional area attractions include Dolphins Plus Bayside and John Pennekamp Coral Reef State Park. Property Features. Wireless Internet access is complimentary in public areas. Additional amenities include an outdoor pool, barbecue grills, and a garden. Self parking is complimentary. This is a smoke-free property. Guestrooms. The 6 air-conditioned guestrooms at Coconut Bay Resort Key Largo include coffee/tea makers and irons/ironing boards. Complimentary wireless high-speed Internet access is provided. Rooms are equipped with flat-screen TVs with cable channels. In-room microwaves and refrigerators are provided. In addition, housekeeping is offered daily and amenities available on request include hair dryers.