Joseph Henry Conroy was an American prelate of the Roman Catholic Church. He served as bishop of the Diocese of Ogdensburg in Northern New York from 1921 until his death in 1939. He previously served as an auxiliary bishop for the same diocese from 1912 to 1921.

The Diocese of Ogdensburg is a Latin Church ecclesiastical territory, or diocese, of the Catholic Church in the North Country region of New York State in the United States. It is a suffragan diocese in the ecclesiastical province of the Archdiocese of New York. Its cathedral is St. Mary's in Ogdensburg.