Pelly is a village in the Canadian province of Saskatchewan within the Rural Municipality of St. Philips No. 301 and Census Division No. 9. The village is the closest inhabited settlement to the historical sites of Fort Livingstone, a former capital of the North-West Territories and a former North-West Mounted Police headquarters, and Fort Pelly, the Swan River district headquarters for the Hudson's Bay Company, from which the village gets its name.