Rosia Bay is the only natural harbour in Gibraltar, the British Overseas Territory at the southern end of the Iberian Peninsula. Formerly referred to as Rosia Harbour, it is located on the southwest side of Gibraltar. Rosia Bay was the site of the Royal Navy Victualling Yard complex which was constructed in the early 19th century, allowing vessels to anchor and obtain provisions, including food and water. Vice Admiral Horatio Nelson obtained supplies for his Mediterranean Fleet at Rosia Bay. It was to that same anchorage that his vessel HMS Victory was towed after Nelson's death in the 1805 Battle of Trafalgar. The area is also the location of gun batteries, including Parson's Lodge Battery at the south end of the bay and Napier of Magdala Battery at the north end. In the 21st century, Rosia Bay was the focus of controversy following the government's demolition of the historic Rosia Water Tanks and construction of the affordable housing development Nelson's View, which necessitated the relocation of the owners of the adjacent 19th century Rosia Cottages.

The Victualling Yard was a victualling facility in the British Overseas Territory of Gibraltar built for supplying Royal Navy ships while anchored at Rosia Bay.