Sheepshead Bay is a neighborhood in southern Brooklyn, New York City. It is bounded by Ocean Parkway to the west; Avenue T and Kings Highway to the north; Nostrand Avenue and Gerritsen Avenue to the east; and the Atlantic Ocean to the south. Sheepshead Bay is abutted by the neighborhoods of Brighton Beach and Homecrest to the west; Midwood to the north; and Gerritsen Beach to the east.

The neighborhood is named after a bay that separates mainland Brooklyn from the eastern portion of Coney Island, which was originally one of the Outer Barrier islands but is now a peninsula. The mouth of the bay is about 1.0 mile (1.6 km) southwest of Marine Park.