Bullio lies within the Southern Highlands region under the local government area of Wingecarribee Shire. Its location in the Southern Highlands makes it close to several national parks, nature reserves and recreational attractions for tourists; including the Bangadilly National Park, Budawang National Park, Budderoo National Park, Belanglo State Forest, Cecil Hoskins Nature Reserve, Jellore State Forest, Joadja Nature Reserve, Macquarie Pass National Park, Morton National Park, Nattai National Park, Penrose State Forest, Tarlo River National Park, Wingello State Forest and the Wombeyan Caves. Other tourist sites such as the Belmore Falls, Carrington Falls and the Fitzroy Falls can be found near Bullio.