Shelter Valley is an unincorporated community in San Diego County in the U.S. state of California.

It lies within the boundaries of Anza-Borrego Desert State Park and the geologic feature known as Earthquake Valley.

The Pacific Crest Trail passes along the northern boundary of the community.

Anza Borrego Desert State Park acquired property to the north of the community in 1998, making Shelter Valley the second community (the first being nearby Borrego Springs) to be entirely surrounded by the park.

The state purchased parts of Rancho San Felipe to the west of Shelter Valley in 2004[4] that became part of the San Felipe Valley Wild Life Area and increased the contiguous extent of public lands surrounding the hamlet.