The La Cieneguilla petroglyphs are located on the south side of Santa Fe near the village of La Cieneguilla and not far from Interstate 25 and the Santa Fe airport. The rock art is located on basalt rock outcrops on the edge of La Bajada Mesa. The mesa and volcanoes are accessible by walking from the petroglyph site.
The property is BLM land, so the petroglyphs are protected by federal law. There are no park facilities other than a marked parking lot and hiking trail. There is private property in the vicinity, mostly to the east and south, so consulting a detailed land management map is advisable before exploring out onto the mesa.
The Bureau of Land Management website has more information including trail maps and directions to the location.