Dayville is a census-designated place in the northwest part of the town of Killingly in Windham County, Connecticut, United States. It is located on the east side of the Fivemile River, 5 miles north of Danielson. Interstate 395 passes through the east side of the CDP, leading south to Norwich and north to Auburn, Massachusetts. Dayville was first listed as a CDP prior to the 2020 census. The Dayville Historic District occupies 15 acres at the center of the village.