Valhalla is a hamlet and census-designated place (CDP) within the town of Mount Pleasant, in Westchester County, New York, United States, in the New York City metropolitan area. Its population was 3,162 at the 2010 U.S. Census. The name was inspired by a fan of the composer Richard Wagner, and the hamlet is known both as the home of the primary hospital campus of Westchester Medical Center and New York Medical College and as the burial place of numerous noted people. Valhalla is the realm of the gods in Norse mythology.

Mount Pleasant is a town in Westchester County, New York, United States, in the New York metropolitan area. As of the 2020 census, the town population was 44,436. The hamlets of Valhalla, Hawthorne, Pocantico Hills, and Thornwood, and the villages of Pleasantville, Sleepy Hollow, and a small portion of Briarcliff Manor lie within the town.