Rocky Bay Beach, Bathing beach in Southern District, Hong Kong.

Rocky Bay Beach is a gazetted beach tucked behind Shek O Beach in Shek O, Southern District, Hong Kong, managed by the Leisure and Cultural Services Department. It has no beach grading and no lifeguard facilities, so it is not open for swimming. From the sand the view reaches Tung Lung Chau.

In 1988 the beach was closed to swimmers after sewage from Shek O Village and squatter areas in the hinterland was discharged into the beach area. It has not reopened for swimming since; the Leisure and Cultural Services Department manages it without lifeguard facilities, and it has no beach grading.

The beach's Chinese name, Shek O Hau Tan, means "back beach of Shek O", as it lies directly behind Shek O Beach. Because the water is not open for swimming, the beach is now mainly used as a filming location for movies and music videos.

Since swimming is not allowed, the best way to spend time here is by walking along the rocks and exploring the tidal pools at low tide. The beach is reachable on foot from Shek O Beach along a short coastal path.

The beach has no grading from the Leisure and Cultural Services Department and no lifeguard facilities, so it stays closed to swimmers. It is instead used as a filming location for movies and music videos, and it looks out toward Tung Lung Chau. On 16 October 2012 a 56-year-old man drowned near the beach after drinking alcohol.