Coffey, Missouri is a small rural town located in Daviess County. The climate in Coffey is classified as humid subtropical, with hot summers and cold winters. Precipitation is relatively evenly distributed throughout the year, with an average annual rainfall of 42 inches.

The town is situated in the Grand River watershed, with several small streams and creeks flowing through the area. Water quality monitoring has identified high levels of nitrate and phosphorus in some of these waterways, likely due to agricultural runoff.

Outdoor recreation opportunities in Coffey include hunting, fishing, and hiking in nearby state parks such as Crowder State Park and Wallace State Park. The area also boasts several lakes and reservoirs for boating and swimming.