Shelby is a city in Bolivar County, Mississippi, United States. The population was 2,229 at the 2010 census, down from 2,926 in 2000. The town of Shelby was established in 1853 by Tom Shelby, who had purchased a block of land there from the federal government.

Bolivar County is a county located on the western border of the U.S. state of Mississippi. As of the 2020 census, the population was 30,985. Its county seats are Rosedale and Cleveland. The county is named in honor of Simón Bolívar, early 19th-century leader of the liberation of several South American territories from Spain.