Caroline Amalie Thielo (1 March 1735 – 5 February 1754) was a Danish actress, one of her country's first professional native female actors, and said to be the first actress ever employed at the Royal Danish Theatre in Copenhagen.

Thielo was considered to be the leading interpreter of mistress, heroine and girl's parts, and became very popular.

Among her roles was Agnès in Fruentimmerskolen by Molière, and Isabella in Don Ranudo by Ludvig Holberg.

As with many actresses of this age, she was considered to be a prostitute; this was a common view in this period, as it was considered indecent of women to expose themselves in public, and Caroline Thielo, being young, beautiful and unmarried, was particularly exposed to this – the novelty of female actors drew people to the theatre; it was said that many people came there just to see the women on the stage, who were considered very exotic.

She is said to have had an affair with the Russian emissary in Copenhagen Baron Johann Albrecht von Korff, who belonged to the freemasons; she had tricked him into revealing some secret signs, and as a consequence, he murdered her by having his servant blood let her to death.