Rigny-sur-Arroux (, literally Rigny on Arroux) is a commune in the east-central French department of Saône-et-Loire, Bourgogne-Franche-Comté.
The discovery in 1874 of a cache of Solutrean laurel-leaf flint points in the hamlet of Volgu, just south of the village proper, indicates that the environs of the present-day Rigny were inhabited or frequented by Paleolithic peoples around 20,000 years ago.