Peconic Bay is the body of water between the North Fork and the South Fork of Long Island. The Peconic River enters the bay from the west near Riverhead, and the bay opens out into Gardiners Bay in the east. The bay is also accessible via the Shinnecock Canal . The two largest islands in the Peconic are Shelter Island and Robins Island.

Peconic Bay gives its name to the proposed Peconic County, New York.