Denham is on the western coast of the Peron Peninsula 831 Kms (516 mi) north of Perth. It is the westernmost town in Australia, and is named in honour of Captain Henry Mangles Denham of the Royal Navy, who charted Shark Bay in 1858. Today Denham survives as the gateway for the tourists who come to see the dolphins at Monkey Mia. The Denham region was the second area of the Australian mainland discovered by European sailors, after the western coast of Cape York Peninsula.
Shell Beach is just 45 Kms south east of Denham. The beach is covered with shells for a 60 km (37 mi) stretch to a depth of 7–10 m (23–33 ft). It is one of only two beaches in the world made entirely from shells (the other is Sanibel Island in Florida). The shells have formed a limestone that is known as coquina. Before Shark Bay became a World Heritage Site, the coquina was mined and used for the construction of a number of buildings in Denham.