The Bay of Ice is a body of water north-west of the Westeros continent. It is bordered by the mountains of the Frostfangs to the west, the Wolfswood to the south, Sea Dragon Point to the south-west and the Frozen Shore to the north. It opens to the Sunset Sea to the west. Bear Island is located within this bay.

Large chunks of the Bay of Ice freeze in winter, hence the name, and both the ironborn and the wildlings have been known to raid Bear Island and the surrounding lands, the ironborn once controlling the island for a significant amount of time. There is no major port on the bay apart from the small fishing villages along the Frozen Shore and on Bear Island.