Lake Kampeska is a 5,250-acre inland glacial lake in the U.S. state of South Dakota. It is located west-northwest of Watertown, South Dakota and lies entirely within Codington County and the Coteau des Prairies. The lake is naturally shaped and the most urban developed lake in South Dakota with approximately 13.5 miles of residential shoreline. Lake K…Lake Kampeska is a 5,250-acre inland glacial lake in the U.S. state of South Dakota. It is located west-northwest of Watertown, South Dakota and lies entirely within Codington County and the Coteau des Prairies. The lake is naturally shaped and the most urban developed lake in South Dakota with approximately 13.5 miles of residential shoreline. Lake Kampeska is connected to the Big Sioux River through a single inlet-outlet channel located on the northeast side. It is the third largest natural lake within the borders of South Dakota.