Sha Kong Wai () is a village in Ha Tsuen, Yuen Long District, Hong Kong. Part of it is a historic walled village.
Sha Kong Wai is a recognized village under the New Territories Small House Policy. It is one of the 37 villages represented within the Ping Shan Rural Committee. For electoral purposes, Sha Kong Wai is part of the Ping Shan North constituency.
The village was probably founded in the 17th century, in the late Ming Dynasty.