Wolf Lake is an unincorporated community in Union County, Illinois, United States. The community is located on Illinois Route 3 between the Big Muddy River to the north and Ware to the south. It is about 3 miles east of the Mississippi River. The nearest incorporated city to Wolf Lake is Jonesboro, which is about 10 miles southeast. Cape Girardeau, Missouri is about 10 miles to the south-southwest. Total population for Wolf Lake's ZIP code was 357 in 2020.