Conception Bay (, ) is a bay on the coast of Namibia, Africa. The bay is exposed, thus not providing a useful anchorage.
Conception Bay opens to the Atlantic Ocean in the northwest. There is a lagoon at the southern edge of its shoreline. The bay is located in a desolate area. It is part of one of the coastal stretches of Namibia where diamonds are found.
On 30 July 1926, the cargo ship , operating under the flag of the United Kingdom, ran aground in Conception Bay. She broke up over the following weeks and was a complete wreck by early September.