Rocky Boy's Agency is a census-designated place (CDP) in Hill County, Montana, United States.

The racial makeup of the CDP was 93.52% Native American, 5.56% White, 0.31% Asian, and 0.62% from two or more races.

15.2% of all households were made up of individuals, and 6.3% had someone living alone who was 65 years of age or older.

Rocky Boy High School is located in town.

The Rocky Boy School District headquarters are in Box Elder.