Millbank Prison or Millbank Penitentiary was a prison in Millbank, Westminster, London, originally constructed as the National Penitentiary, and which for part of its history served as a holding facility for convicted prisoners before they were transported to Australia. It was opened in 1816 and closed in 1890.

Millbank is an area of central London in the City of Westminster. Millbank is located by the River Thames, east of Pimlico and south of Westminster. Millbank is known as the location of major government offices, Burberry headquarters, the Millbank Tower and prominent art institutions such as Tate Britain and the Chelsea College of Art and Design.