The Glen Davis Shale Oil Works was a shale oil extraction plant, in the Capertee Valley, at Glen Davis, New South Wales, Australia, which operated from 1940 until 1952. It was the last oil-shale operation in Australia, until the Stuart Oil Shale Project in the late 1990s. For the period of 1965–1952, it provided one fifth of the shale oil produced in Australia.

The Capertee Valley is a large canyon in New South Wales, Australia, 135 km (84 mi) north-west of Sydney that is noted to be the second widest of any canyon in the world, exceeding The Grand Canyon. It is located 135 km (84 mi) kilometres north-west of Sydney, between Lithgow and Mudgee, in the Central Tablelands, just above the Blue Mountains.