Caio (or Caeo) is a village in the county of Carmarthenshire, south-west Wales, sited near to the Dolaucothi Gold Mines.

It is located between Llandovery and Lampeter, 1 mile (1.6 kilometres) north-east of the A482 that connects these two towns.

Caio lies at the confluence of the Afon Annell and the Nant Frena.

The Dolaucothi Estate long held by the Johnes family is now a tourist attraction owned by the National Trust.

Other amenities include Caio Post Office (closed in the 1990s) and a public house, the Brunant Arms.