The Cave of the Winds was a natural cave behind Bridal Veil Falls at the Niagara Falls.

The cave was some 130 feet (40m) high, 100 feet (30m) wide and 30 feet (9m) in depth. It was discovered in 1834, and originally dubbed Aeolus' Cave, after the Greek god of winds. Guided tours began officially in 1841, and continued until a rock fall in 1920 made it clear the passage was no longer safe. The tour officially reopened in 1924, now bringing visitors to the front of the Bridal Veil instead of behind it, on a series of decks and walkways. Tropical storm-like conditions can be experienced, as winds can reach up to 68 mph underneath the falls.

The cave was obliterated in a massive 1954 rockfall and subsequent dynamiting of a dangerous overhang.

The decking is removed each fall due to the potential damage caused by ice buildup at the falls and re-installed each spring by park officials for sightseers to enjoy the experience. The decking is not secured to the rocks below by any bolts or other construction materials. The wood beam supports are just wedged into the rock crevices.