Rocky Bay may refer to:
Rocky Bay Formation, geological formation in Bermuda Rocky Bay, New Zealand, in Whitireia Park Rocky Bay (Newfoundland and Labrador), Canada Rocky Bay, Nova Scotia, Canada Rocky Bay (Queensland), Australia, on Magnetic Island Rocky Bay (South Georgia), British Overseas Territory
See also Rocky Cove, Maxwell Bay, King George Island, Antarctica Rocky River (Alaska); flows into Rocky Bay Rocky Boy (disambiguation) Rottnest Island; has a feature named Rocky Bay