Cape Cod Bay is a large bay of the Atlantic Ocean adjacent to the U.S. state of Massachusetts. It is enclosed by Cape Cod to the south and east, and Plymouth County, Massachusetts to the west; to the north of Cape Cod Bay lie Massachusetts Bay and the open ocean. Cape Cod Bay is the southernmost extremity of the Gulf of Maine.

Since 1914, Cape Cod Bay has been connected to Buzzards Bay by the Cape Cod Canal, which divides Cape Cod from the rest of the mainland.