The Corn Exchange is a commercial building in the Corn Market, Romsey, Hampshire, England. The structure, which has been used extensively as a bank branch, is a Grade II* listed building.

Romsey is a town in the Test Valley district of Hampshire, England. The town is situated 7 miles (11 km) northwest of Southampton, 11 miles (18 km) southwest of Winchester and 17 miles (27 km) southeast of Salisbury. It sits on the outskirts of the New Forest, just over 3 miles (4.8 km) northeast of its eastern edge. The population of Romsey was 14,768 at the 2011 census.