Winchester is a town in Cheshire County, New Hampshire, United States. The population was 4,150 at the 2020 census. The primary community in the town, where 1,606 people resided at the 2020 census, is defined by the U.S. Census Bureau as the Winchester census-designated place (CDP). The town also includes the village of Ashuelot and part of Pisgah State Park.

Cheshire County is a county in the southwestern corner of the U.S. state of New Hampshire. As of the 2020 census, the population was 76,458. Its county seat is the city of Keene. Cheshire was one of the five original counties of New Hampshire, and is named for the county of Cheshire in England. It was organized in 1771 at Keene. Sullivan County was created from the northern portion of Cheshire County in 1827.