Sandy Bay is a village, bay and beach located on a small bay on the eastern Mediterranean coast of Gibraltar, on the opposite side of The Rock from the main city. It is situated to the south of Catalan Bay and is accessible via Sir Herbert Miles Road.

Water catchments

Directly above Sandy Bay and the Sir Herbert Miles coast road were Gibraltar's large water catchments, which are no longer in use. The slope on which they sat is the Great Gibraltar Sand Dune, an ancient consolidated sand dune which dominates the east side of the Rock of Gibraltar. The dune's naturally smooth surface allowed for the construction of a water catchment area made up of a corrugated steel sheets and a layer of concrete. Rainwater flowed down the slope into an open channel which fed into the reservoir system inside The Rock.

In 1898, work began on four 5 million gallon water reservoirs which were cut into the western side of The Rock. They were officially opened by Governor George Stuart White in 1901. These reservoirs were fed by relatively small water catchment areas on the western side of The Rock.

It is possible to continue south along Sir Herbert Miles road and through Dudley Ward Tunnel all the way to Europa Point at the southern tip of Gibraltar. Following a rockfall on 18 February 2002, which killed a man, the Government concluded that the risk of further such incidents was too great, and the tunnel was closed indefinitely.