Sandholme is a hamlet in the East Riding of Yorkshire, England. It is situated approximately west of Brough and north-east of Goole. It lies just to the north of the M62 motorway.
It forms part of the civil parish of Gilberdyke. It was previously served by a railway station on the Hull and Barnsley Line before it was decommissioned in 1955. The station house stood until 2012, when it was demolished after being destroyed by fire.