Nepean Bay is a bay located on the north-east coast of Kangaroo Island in the Australian state of South Australia about 130 kilometres south-south-west of Adelaide. It was named by the British navigator, Matthew Flinders, after Sir Evan Nepean on 21 March 1802.

Kangaroo Island, also known as Karta Pintingga, is Australia's third-largest island, after Tasmania and Melville Island. It lies in the state of South Australia, 112 km (70 mi) southwest of Adelaide. Its closest point to the mainland is Snapper Point in Backstairs Passage, which is 13.5 km (8.4 mi) from the Fleurieu Peninsula.