Stamford is well endowed with sport, recreational and entertainment activities. It has, for example, a famous Arts Centre, more than a score of pubs and a wide range of restaurants and cafes.

Set in a group of historic buildings, the Arts Centre and Theatre also includes a ballroom, a gallery bar, artists’ studios and several function rooms. The Theatre was first opened in 1768 and, following restoration in 1976, is one of the few 18th century playhouses still serving its original purpose. The Ballroom, too, has been in use since the 18th century for concerts and dances.

Today the entire complex offers a wealth of entertainment throughout the year, including live theatre, cinema, recitals and artistic workshops.

In addition, the Corn Exchange, situated on Broad Street, has been restored and now houses the Town's second theatre hosting a wide range of live music, comedy, theatrical productions and drama.

The Stamford Shakespeare Company stages a season of plays during the summer months at nearby Rutland Open Air Theatre, Tolethorpe Hall, whilst the town’s Mid-Lent Fun Fair, held every March, has its origins in the original Stamford Fair dating back to Norman times. It lasts for a week and fills the streets and squares of the Town centre with stalls, amusements and ‘all the fun of the fair’.

Another annual event is the Stamford Festival which is held in July with exhibitions, musical and stage events at various venues in the Town.

Sports and other outdoor activities include walking on the riverside Meadows and visiting Burghley House and Park, which hosts the internationally famous horse trials, a game fair and many other events.  Just north of the Town Centre is the Recreation Ground with tennis courts, skate park, an outdoor gym, children’s playground with disabled swing and a delightful Victorian bandstand. There is also a golf club at Burghley Park.

Well established football, rugby cricket and running clubs are available as well as fishing on the River Welland and swimming at the Town’s Leisure Pool.