At the Bay is a 1922 short story by Katherine Mansfield. It was first published in the London Mercury in January 1922 in twelve sections, and later reprinted in The Garden Party and Other Stories (1922) with a short descriptive coda which is now the thirteenth section. The story represents Mansfield's best mature work, a luminous example of her literary impressionism. While writing it at the Chalet des Sapins, she was coming to terms with her relationship with Murry and with her own origins and identity.