The Capitol Theatre is a heritage-listed theatre located at 3-15 Campbell Street, Haymarket, in the Sydney central business district, Australia. It was designed by Henry Eli White and John Eberson and built from 1893 to 1928. The property was added to the New South Wales State Heritage Register on 2 April 1999. The former circus venue, atmospheric theatre and market venue in owned by Capitol Theatre Management Pty Limited, a wholly owned subsidiary of Foundation Theatres Pty Limited. Foundation Theatres owns the Sydney Lyric and Capitol Theatre.

Haymarket is an inner city suburb of Sydney, New South Wales, Australia. It is located at the southern end of the Sydney central business district in the local government area of the City of Sydney. Haymarket includes much of Sydney's Chinatown, Thaitown and Railway Square localities. Haymarket is adjacent to Darling Harbour and is surrounded by the suburbs of Ultimo, Chippendale, Surry Hills and the Sydney CBD.