Connaught Square is a public park located in the north end of Thunder Bay, Ontario, Canada.

[1] A cairn, built in 1925,[1] at the eastern corner of the park describes its history, and behind it lies the Geodetic Survey of Canada's bench mark for Port Arthur.

The bench mark states that it is located 677.7 feet (206.6 m) above mean sea level.

Located in the centre of Connaught Square is the Centennial Shelter, a project built to commemorate the 100th anniversary of Canada in 1967.

During the Christmas season, the Knights of Columbus erect a nativity scene beneath the canopy, and a pine tree located just to the east is decorated with coloured lights.