The Saxtons River rises to the east of Glebe Mountain, in the town of Windham. It continues on through the towns of Grafton and Rockingham, passing through the Rockingham village of Saxtons River (named for the river). It then continues into the town of Westminster before joining the Connecticut River at Westminster, just south of the Rockingham town line. Its watershed lies south of the Williams River watershed and north of the Westminster and Putney brook watersheds (most of Westminster and Putney are not drained by any rivers other than the Connecticut).