Nene Valley is a locality in the Australian state of South Australia located on the state’s south-east coast overlooking the body of water known in Australia as the Southern Ocean and by international authorities as the Great Australian Bight about 377 kilometres (234 mi) south east of the state capital of Adelaide and about 23 kilometres (14 mi) south-west of the municipal seat of Mount Gambier.

The name is derived from a geographical feature within the locality called Nene Valley which is itself named after Nene Valley, a ship which was wrecked off the coastline of what is now the locality on 19 October 1854.

Land along the coast consists of a coastal dune which is occupied in its north-west by a protected area called the Nene Valley Conservation Park, and in its south-east by a settlement and then by land zoned as ‘coastal conservation’.

The settlement which was originally the Nene Valley Shack Site, consists of single storey dwellings.

Land in the remainder of the locality is zoned for ‘primary production’ purposes such as agriculture.