Valladolid has two significant cenotes (natural freshwater wells) on either side of town. Cenote Zaci has a popular open-air restaurant with a beautiful view of the cenote and good food. Cenote Dzitnup is a spectacular underground dome room with crystal clear water and a hole in the ceiling where a shaft of light beams down during the summer months. It is certainly worth seeing but be forwarned that local children are usually about to beg for pesos.

The impressive but seldom visited Mayan ruins of Ek Balam are located not far out of town on the road to Tizimin. It is common to have these ruins to yourself on any given day and there are several plazas with stone buildings, a ball court and a massive pyramid all in a concentrated area. These ruins are on the way to the ruins of Chichen Itza, which are 40+ kilometers farther west, and so make a convenient stop if you are on a mission to see Mayan ruins.