The 175-yard long Millenium Walkway spans the 30m deep Torrs gorge and is cantilevered out over the fast running river Goyt. Visitors can inspect the enormous railway retaining wall above them and the historic Torr Vale Mill on the opposite bank which, until it ceased production in 2000, was the oldest working cotton mill in the country.  The walkway was the final link in the E2 path that stretches from the south of France to the South of Scotland.

The Heritage and Information Centre has a magnificent model of the town in 1884 - the year in which the Union Road high level bridge over the Torrs was built - with an accompanying commentary, describing the growth of industrial New Mills.  For young visitors there is a reconstruction of a coal mine tunnel to crawl through.

The Sett Valey Trail provides an easy 3-mile walk from New Mills to Hayfield along the track of the old railway. There is a bus station at each end with a regular service between.

New Mills plays host to the One World Festival every June. The festival incorporates "a mixture of serious issues, good music and fun in the open air". The free one-day event raises awareness of organisations that work "for a better, fairer world".