The Corn Exchange is an events and concert venue located on St Paul's Square in the Castle area of Bedford, Bedfordshire, England. The structure, which was commissioned as a corn exchange, is a Grade II listed building.

A corn exchange is a building where merchants trade grains. The word "corn" in British English denotes all cereal grains, such as wheat and barley; in the United States these buildings were called grain exchange. Such trade was common in towns and cities across England until the 19th century, but as the trade became centralised in the 20th century many such buildings were used for other purposes. Several have since become historical landmarks.