Nunnery engine shed was a small locomotive depot close to the city centre of Sheffield, South Yorkshire, England.
After gaining running powers over the Manchester, Sheffield and Lincolnshire Railway to reach Sheffield, the London and North Western Railway (LNWR) set about building facilities, not only to serve its customers but to service the locomotives needed to operate these facilities.
To service the locomotives a small engine shed was built within a complex of lines adjacent to the Nunnery Colliery line between the colliery and its landsale depot.
The shed was brick-built with a saw-tooth roof and could accommodate six locomotives.
The shed was opened in the early years of the 20th century and closed in 1928, as the LNWR had become part of the London, Midland and Scottish Railway at Grouping and other, larger and better equipped depots were available within the area.