Nanny Cay is an island of the British Virgin Islands in the Caribbean. It is made up of three cays originally known as Big Cay, Little Cay and Miss Peggy Cay  and is connected to Tortola by a short bridge. A marina, hotel, restaurants, condominiums and townhouses have been built on Nanny Cay.
It also holds a minor footnote in legal history, having been the subject of a receivership for over 12 years during the 1980s and 1990s, and is the longest ever receivership in the history of Barclays Bank PLC.
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