The Caledonian distillery was very close to the Haymarket and the railway station of the same name in the centre of Edinburgh. The main entrance was on Distillery Lane, southwest of the station. The buildings of the former distillery were converted into apartments and rooms for small businesses.

The Caledonian has never been bottled as a single grain in its original form. It is one of the great rarities of the Grain whiskies and has only rarely been bottled by independents on the market.