The coast also features examples of most notable coastal landforms, including a textbook example of cove (Lulworth Cove) and natural arch (Durdle Door). Jutting out into the English Channel is a limestone island, the Isle of Portland, connected to the mainland by Chesil Beach, a tombolo. One of the best ways to explore the Jurassic Coast is to follow the South West Coast Path National Trail that runs along it.

The first known settlement of Dorset was by Mesolithic hunters, from around 8000 BC. Their populations were small and concentrated along the coast in the Isle of Purbeck, Weymouth and Chesil Beach and along the Stour valley. These populations used tools and fire to clear these areas of some of the native Oak forest. Dorset's high chalk hills have provided a location for defensive settlements for millennia, with Neolithic and Bronze Age burial mounds on almost every chalk hill in the county, and a number of Iron Age hill forts, the most famous being Maiden Castle. The chalk downs would have been deforested in these times, making way for farmland.

Dorset has many notable Roman artefacts, particularly around the Roman town Dorchester, where Maiden Castle was captured from the Celtic Durotriges by Vespasian in 54 AD, early in the Roman occupation. Roman roads radiated from Dorchester, following the tops of the chalk ridges to the many small Roman villages around the county. In the Roman era, settlements moved from the hill tops to the valleys, and the hilltops had been abandoned by the 4th century. A large defensive ditch, Bokerley Dyke, delayed the Saxon conquest of Dorset from the north east for up to two hundred years. The Domesday Book documents many Saxon settlements corresponding to modern towns and villages, mostly in the valleys. There have been few changes to the parishes since the Domesday Book. Over the next few centuries the settlers established the pattern of farmland which prevailed into the 19th century, as well as many monasteries, which were important landowners and centres of power.