Rocky Mountain Mystery is a 1935 American Western film directed by Charles Barton and starring Randolph Scott, Mrs. Leslie Carter, and Ann Sheridan.

Staying at the ranch with the ailing owner, Jim Ballard, are his niece Flora and nephew Fritz who have been notified of their uncle's failing health, and now wait to inherit his legacy.

Also staying at the ranch is a mysterious Chinese servant named Ling Yat, the housekeeper Mrs. Borg, her son John, and the beautiful and spirited Rita Ballard, another niece, who quickly earns Sutton's trust and romantic interest.

Soon the mysterious cloaked figure strikes again, shooting young John, attacking Sutton, and slashing Flora's throat.

Based on an unpublished novel Golden Dreams by Zane Grey, the film's original working title was The Vanishing Pioneer.