Three Mile Bay is a hamlet and census-designated place (CDP) in the town of Lyme in Jefferson County, New York, United States.

[3] The hamlet has its own post office, a volunteer fire company, and boat launches for fishing and recreation in the various outlying bays that draw from Lake Ontario and the St. Lawrence seaway.

Early resident Asa Wilcox built 48 brigs, propellers, schooners, and other seafaring vessels from 1835 to 1853.

Vickery, ultimately joined the more than 500 shipwrecked vessels now resting at the bottom of the St. Lawrence River and Lake Ontario.

The community is in the western part of the town of Lyme along New York State Route 12E, which leads northwest 8 miles (13 km) to Cape Vincent on the St. Lawrence River and southeast 17 miles (27 km) to Watertown, the Jefferson county seat.