Caer Gai (also Caer-gai) is a Grade II listed Roman fort in the district of Penllyn, Gwynedd, Wales, UK.

During the medieval period, the site became associated with the legendary hero Cai, son of Cynyr (Sir Kay is a character in Arthurian literature).

A fragment of a statue was discovered with a Latin inscription recording that it was built by Julius, son of Gavero, a soldier in the 1st Cohort of the Nervii: 'IVLIVS GAVERONIS F(ilius) FE(cit) MIL(es) CHO(cohortis) I(primae) NER(vium)'.

The statue stood in a sanctuary 100 m (330 ft) to the east of the fort; shards of pottery were also found there dating from around the first half of the 2nd century (AD).

Rowland Vaughan (c. 1587–1667), a poet and well-known royalist in the English Civil War built a large house across part of the site.