What We Did on Our Holidays is the second album by British band Fairport Convention, released in 1969. It was their first album to feature singer-songwriter Sandy Denny. The album also showed a move towards the folk rock for which the band became noted, including tracks later to become perennial favourites such as "Fotheringay" and the song traditionally used to close live concerts, "Meet on the Ledge".

Fairport Convention are an English folk rock band, formed in 1967 by guitarists Richard Thompson and Simon Nicol, bassist Ashley Hutchings and drummer Shaun Frater. They started out influenced by American folk rock, with a set list dominated by Bob Dylan and Joni Mitchell songs and a sound that earned them the nickname "the British Jefferson Airplane". Vocalists Judy Dyble and Iain Matthews joined them before the recording of their self-titled debut in 1968; afterwards, Dyble was replaced by Sandy Denny, with Matthews later leaving during the recording of their third album.