Caledonia is a town in Lowndes County, Mississippi, United States, northeast of Columbus.

A post office first opened in Caledonia in December 1836 and operated under the name Ridgeway.

As of the 2010 United States Census, there were 1,041 people living in the town.

19.5% of all households were made up of individuals, and 8.5% had someone living alone who was 65 years of age or older.

The Town of Caledonia is served by the Lowndes County School District.

The current high school building opened August 1986 after the passage of a county bond issue in November 1984.

Caledonia offers more Advanced Placement classes than Columbus, West Lowndes, or New Hope schools.

The high school was heavily damaged by a tornado on January 10, 2009.