Donhead St Mary is a village and civil parish in southwest Wiltshire, England, on the county border with Dorset.

The village lies about 2+1⁄2 miles (4.0 km) east of the Dorset town of Shaftesbury and stands on high ground above the River Nadder, which rises in the parish.

A Roman road between Bath and Badbury Rings ran north–south through the parish, past the future sites of St Mary's church and Ludwell village.

[2] In 1839 it was replaced by the church of St John the Baptist, built near the main road to be accessible from Ludwell and the Coombes.

[16] A Wesleyan Methodist church was built in the south of Donhead St Mary village in 1837, and rebuilt in 1868.

It is in the area of the Wiltshire Council unitary authority, responsible for most significant local government functions.