The Theatre Royal, formerly the New Theatre, is a restored Regency theatre in Bury St. Edmunds, Suffolk, England. The building is one of eight Grade I listed theatres in the United Kingdom, and is the only working theatre operated under the auspices of the National Trust. It is considered to be one of the most perfect examples of Regency theatres in Britain.

Bury St Edmunds, commonly referred to locally as Bury, is a historic market and cathedral town and civil parish in the West Suffolk district, in the county of Suffolk, England. The town is best known for Bury St Edmunds Abbey and St Edmundsbury Cathedral. Bury is the seat of the Diocese of St Edmundsbury and Ipswich of the Church of England, with the episcopal see at St Edmundsbury Cathedral. In 2011 it had a population of 45,000.