Melby Windmill (Danish. Melby Mølle) is a smock mill located at Melby, Halsnæs Municipality, North Zealand, some 60 kilometres (37 mi) north west of Copenhagen, Denmark.

The windmill was built in 1878 for Hans Petersen, a sailor born in 1846 at Sjællands Odde. He operated it and a bakery until 1907. It has later been used as a sawmill. It was taken out of service in 1946 after the tailpole had been destroyed in a storm.

The windmill consists of an octagonal tower clad in shingles and topped by an ogee cap. The cap carries the four Common sails. It is winded by a tailpole. The mill stands on a stone case, which has an underpass for wagons.

The windmill is owned by Halsnæs Municipality. It has been restored, but not to working order. It is open to visitors. A key can be obtained in one of the neighbouring houses.

• List of windmills in Denmark
• Ramløse Windmill
• Hørsholm Windmill