Cai Yan (c. 178 – post 206; or c. 170–215; or died c. 249), courtesy name Wenji, was a Chinese composer, poet, and writer who lived during the late Eastern Han dynasty of China.

She spent part of her life as the concubine of the powerful Xiongnu tribesman Liu Bao until 207, when the warlord Cao Cao, who controlled the Han central government in the final years of the Eastern Han dynasty, paid a heavy ransom to bring her back to Han territory.

Cai Yan was celebrated for being "erudite, eloquent and brilliant in rhythm"; her biography was recorded in Book of the Later Han, volume 84: Biographies of Exemplary Women (卷八十四 列女傳 第七十四).