Horseshoe Cienega Lake is a lake in the White Mountains of eastern Arizona. It is one of the area's most popular fishing lakes due to its productivity and convenience to the main highway State Route 260. The lake is in Apache County. As the lake is on the Fort Apache Indian Reservation, permits must be acquired in nearby Hon-Dah for all acti…Horseshoe Cienega Lake is a lake in the White Mountains of eastern Arizona. It is one of the area's most popular fishing lakes due to its productivity and convenience to the main highway State Route 260. The lake is in Apache County. As the lake is on the Fort Apache Indian Reservation, permits must be acquired in nearby Hon-Dah for all activities at the lake including fishing, camping and hiking.