The event welcomes in the winter with ice climbing, winter camping and snow shoeing.
In recent years, Sandstone has gained national recognition as the home of the Midwest Country Music Theatre.
Performances from this traditional country and western music venue are seen regularly on the RFD-TV satellite network.
A Federal Correctional Institution rated for low-security federal inmates is located 2 miles outside of Sandstone.).
Originally the Village of Fortuna was platted by W. Fortuna served as the county seat for Buchanan County, Minnesota. Just north of Fortuna, the Village of Sandstone was platted in June 1887 and incorporated on September 28, 1887.
It was originally platted at the junction of the Point Douglas to Superior Military Road and Kettle River.
On April 14, 1920, the villages of Fortuna and Sandstone merged and re-incorporated as the City of Sandstone.
The city's name in the Ojibwe language is Asinikaaning, meaning "At the quarrying place" due to the sandstone quarry located at the edge of the city.
According to the United States Census Bureau, the city has a total area of 5.43 square miles (14.06 km Sandstone is located on the Kettle River, known for its glacial kettles, and rapids well loved by kayakers and canoeists.
The town was built-up around a large Sandstone quarry. Hill built many of the remaining sandstone structures in the town.
The city has Robinson Park, an historic and natural area that serves as the picnic area for the community, hosts ice climbing in the winter, preserving the Sandstone Quarry history and is an access point for the Kettle River.
The Sandstone Ice Festival celebrates the coming of winter and is held in the beginning of December each year.