We present new multi-wavelength observations of the dwarf Seyfert 1 galaxy POX 52 in order to investigate the properties of the host galaxy and the active nucleus, and to examine the mass of its black hole, previously estimated to be ∼ 10 5 M ⊙ . Hubble Space Telescope ACS/HRC images show that the host galaxy has a dwarf elliptical morphology (M I = −18.4 mag, Sérsic index n = 4.3) with no detected disk component or spiral structure, confirming previous results from ground-based imaging. X-ray observations from both Chandra and XMM-Newton show strong (factor of 2) variability over timescales as short as 500 s, as well as a dramatic decrease in the absorbing column density over a 9 month period. We attribute this change to a partial covering absorber, with a 94% covering fraction and N H = 58 +8.4 −9.2 × 10 21 cm −2 , that moved out of the line of sight in between the XMM-Newton and Chandra observations. Combining these data with observations from the VLA, Spitzer, and archival data from 2MASS and GALEX, we examine the spectral energy distribution (SED) of the active nucleus. Its shape is broadly similar to typical radio-quiet quasar SEDs, despite the very low bolometric luminosity of L bol = 1.3 × 10 43 ergs s −1 . Finally, we compare black hole mass estimators including methods based on X-ray variability, and optical scaling relations using the broad Hβ line width and AGN continuum luminosity, finding a range of black hole mass from all methods to be M BH = (2.2 − 4.2) × 10 5 M ⊙ , with an Eddington ratio of L bol /L Edd ≈ 0.2 − 0.5.