The town is set in the vale Thomas Hardy based his fictional Vale of the little dairies on, and Sturminster had the largest livestock market in Britain, which stood close to the town centre until it was closed and demolished in 1998. The town is on a low limestone ridge in a meander of the river Stour, and is a historic bridging point. A ford accros the river has been located here for many centuries, but this was relaced by a six arch stone bridge in the 17th century. The road also has to cross 1/4 km of flood plain before it reaches the town. South of the river is the area of Newton, made up of old stone thatched cottages, and Sturminster Newton mill, which was restored in 1980 and is now a museum. Hidden on the hill above the bridge are the ruins of Sturminster Newton Castle, which was more of a manor house than a defensive building. The 14th century building stands on a crescent shaped mound which could be the site of an Iron Age hill fort.
The town centre is built in a mixture of styles, including 17th and 18th century thatched cottages, Georgian stone buildings, and 19th century brick buildings. Set back from the main road is the market square and parish church, which was rebuilt in 1486 by the abbots of Glastonbury. The church was heavily modified in the 19th century, but the carved wagon roof remains.
The Somerset and Dorset Railway ran through the town until 1966 when it was dismantled.
A market is held in the town on Mondays.