Pelham Bay is a small bay, between City Island and Orchard Beach in the Bronx, New York.
Technically, it is a sound, not a bay, since it is open to larger bodies of water at both ends. It connects to Eastchester Bay at the south, and opens onto Long Island Sound and City Island Harbor at the east.
Pelham Bay was originally larger than it is today. Approximately one third of the original bay was filled in to create Orchard Beach in the 1930s.