Lesja borders in the north to Nesset, Sunndal and Oppdal, in the east to Dovre, in the south to Vågå and Lom, south and west to Skjåk, and in the west to Rauma. The municipality's Millennium site is Tunstugu located at Lesja open-air museum. The building contains a cafe and showrooms of the museum. In many respects this is the village's grand hall, which is used for weddings, funerals, major events, etc.
The majority (82%) of the municipality lies over 900 m.a.s.l. The settlement lies mainly on 500 to 650 m.a.s.l along the Rauma Railway and E136. Lesjaskogsvatnet is located in the municipality, the lake has two outlets which constitutes the start of the rivers Gudbrandsdalslågen and Rauma.
Lesja has an inland climate with little precipitation, cold winters, relatively warm summers and considerable differences between day and night temperatures in summer