The phrase capital of Macedonia may refer to:
- Aegae (Macedonia), first capital of the Argead kingdom of Macedon up until the 4th century BC
- Pella, capital of Macedon since the 4th century BC
- Thessaloniki, capital of Greek Macedonia and Central Macedonia in Greece. Also capital of the Roman province of Macedonia and later the Diocese of Macedonia
- Stobi, capital of Macedonia Salutaris in Late Roman era
- Adrianople, capital of the Byzantine theme of Macedonia
- Skopje, capital of North Macedonia. Also capital of Yugoslav Macedonia previously
- Kozani, capital of Western Macedonia in Greece
- Komotini, capital of Eastern Macedonia and Thrace in Greece