Caerfai Bay is a rocky cove on the north coast of St Brides Bay near St Davids in Pembrokeshire, West Wales. It is enclosed by steep varicoloured cliffs and has a sandy beach at low tide accessed by pathway and steps. The beach is situated in the Pembrokeshire Coast National Park and on the Pembrokeshire Coast Path. There is free parking above the beach with picnic benches and views of the islands of Penpleidiau, Skomer and Skokholm.
Caerfai beach is only from centre of the cathedral city of St Davids. Along the coast to the west is the Chapel of St Non () which is the most westerly in Wales. On the eastern headland are ramparts of the Iron Age fort of Castell Penpleidiau and Caer Bwdy is next bay to the east.
Caerfai Bay Caravan and Tent Park which started in the 1930s is open between March and November and has static hire, touring and camping pitches which overlook Caerfai Bay. Caerfai Farm is producing org