Sandy is a small market town and civil parish in Bedfordshire, England. It lies between Cambridge and Bedford, on the Great North Road road from London to Edinburgh. The area is dominated by a range of hills known as the Sand Hills while the River Ivel runs through the town. The dedication of the Anglican church is to St Swithun.

Sandy is probably best known today as the headquarters of the RSPB. The Society moved to The Lodge, on the outskirts of the town in 1961. The Shuttleworth Collection is also nearby, around 2 miles (3.2 km) south west of Sandy. The Riddy is a flood meadow on the Ivel and Local Nature Reserve.

An archaeological dig in May 2006 revealed that the town's ancestors may date back further than 250 BC.

Sandy was originally a Roman settlement and was probably an important trading centre and staging post in the Roman era. An ancient hill fort, now heavily wooded and known as "Caesar's Camp" although more commonly called "the sand hills" or "the lookout", still overlooks the town.

In 1086 Sandy was listed in the Domesday Book as being held by Eudo Fitzhubert, who is likely to have been the tenant. He was probably also known as Eudo the Dapifer, who was a High Steward for William the Conqueror, and based in Colchester Castle.

In addition there were also two mills listed, and both of these would have been water-powered. There are still references to one of them in the road name "Mill Lane" which runs along the river Ivel however the mill has since been replaced by housing. Further down the river from the site where the mill once stood is Sandye Place Academy where it is believed there was a Danish camp which was built to protect Danelaw in 886. Evidence at The Riddy, a Local Nature Reserve just south of Sandy, shows that mill-building has taken place on this site since at least the time of the Norman era, though the last mill was built here in 1857.