The bandstand in Graves Park (more an outdoor theatre) was located in the old quarry just opposite the Morrisons Store on Meadowhead. Take the path leading into Graves Park located just above the bus stop opposite Morrisons, follow the path, bearing off to the left leads to the old quarry (bit muddy this time of year) once in the quarry, stand looking towards Meadowhead with the quarry wall to your left, the bandstand was straight in front, now removed and covered in bushes, it's hard to imagine there ever being an outdoor theatre in that location, as youngster's we played hide and seek around the old theatre stage which had access underneath, a great place to hide.
The photographs of the outdoor theatre on Picture Sheffield seem to have disappeared with their recent website update!!