Private Island Fun: The Hotel on the Cay It’s not a private island in the sense of an exclusive hideaway for the elite, but the Hotel on the Cay is indeed its own little destination in the middle of Christiansted Harbor. Catch the ferry that constantly shuttles guests and visitors from the boardwalk on the mainland to Protestant Cay and you’ll find a welcome sanctuary with timeless views of Fort Christiansvaern and downtown Christiansted. The beautiful sandy beach is wide enough for volleyball games and the shaded beach bar and restaurant mere steps away from your lounge chair. The rooms are simple and functional, with partial ocean views. Chances are you won’t spend much time indoors, however with the beach, watersports, and the historic city just a ferry ride away to explore.