Nepean Bay is a bay located on the north-east coast of Kangaroo Island.
It was named by the British navigator, Matthew Flinders, after Sir Evan Nepean on 21 March 1802.
Nepean Bay lies between Point Marsden and Kangaroo Head on the north-east coast of Kangaroo Island facing into Investigator Strait.
The beach is narrow and moderately steep and in most places backed by dense vegetation.