Wolf Lake is an unincorporated community in Union County, Illinois, United States. The community is located on Illinois Route 3 between Aldridge to the north and Ware to the south. It is about 3 miles (4.8 km) east of the Mississippi River. The nearest incorporated city to Wolf Lake is Jonesboro, which is about 10 miles (16 km) southeast. Cape Girardeau, Missouri is about 10 miles (16 km) to the south-southeast.
On top of part of the bluff that overlooks Wolf Lake is a federally designated wilderness area, Clear Springs Wilderness.