Alexandria Bay is a village in Jefferson County, New York, United States, within the town of Alexandria. It is located in the Thousand Islands region of northern New York. The population of the village was 1,078 at the 2010 United States Census. It lies near the Thousand Islands Border Crossing of Canada and the United States.

Jefferson County is a county on the northern border of the U.S. state of New York. As of the 2020 census, the population was 116,721. Its county seat is Watertown. The county is named after Thomas Jefferson, third President of the United States of America. It is adjacent to Lake Ontario, southeast from the Canada–US border of Ontario. The county is part of the North Country region of the state.