Pelham Bay is a middle class residential neighborhood in the borough of the Bronx, in New York City. It is named for Pelham Bay Park, New York City's largest park, which lies on the neighborhood's northeastern border; and for Pelham Bay, a body of water in that park. The neighborhood is bounded roughly by Pelham Parkway on the north, the New England Thruway on the east, the Bruckner Expressway on the south, and the Hutchinson River Parkway on the west.