Capon Bridge is a town in eastern Hampshire County, West Virginia, United States, along the Northwestern Turnpike, approximately 20 miles (32 km) west of Winchester, Virginia. The population was 418 at the 2020 census. Originally known as "Glencoe", Capon Bridge was incorporated in 1902 by the Hampshire County Circuit Court. It is named because of the construction of the bridge over the Cacapon River at that place, the name of the river being derived from the Shawnee Cape-cape-de-hon, meaning "river of medicine water".

Hampshire County is a county in the U.S. state of West Virginia. As of the 2020 census, the population was 23,093. Its county seat is Romney, West Virginia's oldest town (1762). The county was created by the Virginia General Assembly in 1754, from parts of Frederick and Augusta Counties (Virginia) and is the state's oldest county. The county lies in both West Virginia's Eastern Panhandle and Potomac Highlands regions.