The diminutive caves of Tilly Whim are short, on good, rock, and are mostly set above good water. The region is more famous for the now banned Tilly Whim quarried caves, found over the big brick wall immediately to the east, and the two venues are often confused.
Also notable are the natural sea walls found below the upper brick wall; these offer good bouldering and a perfect warm up.
Park at Durlston Country Park and follow the road towards Anvil Point Lighthouse. Follow a path downhill past a couple of mile marker masts. At the coast turn right (looking out) and drop into a valley.