Pelham Bay is a middle class residential neighborhood in the borough of the Bronx, in New York City. It is named for Pelham Bay Park, New York City's largest park, which lies on the neighborhood's northeastern border; and for Pelham Bay, a body of water in that park. The neighborhood is bounded roughly by Pelham Parkway on the north, the New England Thruway (I-95) on the east, the Bruckner Expressway (I-95) on the south, and the Hutchinson River Parkway on the west.

The Bronx is a borough of New York City, coextensive with Bronx County, in the U.S. state of New York. It is south of Westchester County; north and east of the New York City borough of Manhattan, across the Harlem River; and north of the New York City borough of Queens, across the East River. The Bronx is the only New York City borough not primarily located on an island. The Bronx has a land area of 42 square miles (109 km2) and a population of 1,472,654 in the 2020 census. If each borough were ranked as a city, the Bronx would rank as the ninth-most-populous in the U.S. Of the five boroughs, it has the fourth-largest area, fourth-highest population, and third-highest population density. The population density of the Bronx was 32,718.7 inhabitants per square mile (12,632.8/km2) in 2022, the third-highest population density of any county in the United States, behind Manhattan and Brooklyn. With a population that is 54.8% Hispanic as of 2020, it is the only majority-Hispanic county in the Northeastern United States and the fourth-most-populous nationwide.