It is thick and short with a dense, fine, woolly (wool-like) undercoat. The fur is slightly oily and completely waterproof, thanks to its unique texture. Bathing a Chesapeake Bay Retriever is not recommended as this would remove some of the protective oily layer. Brushing and combing is also not advisable, as it can make the coat look fluffy. Regular grooming is only welcome during the moult, to control the amount of loose hair around the house.
The Chesapeake Bay Retriever needs a lot of exercise to burn off the accumulated energy. Being a working dog, he gets bored easily if he doesn't get enough stimulation. Swimming and fetching objects are his favorite activities.