Vanguard Cave is a natural sea cave in the British Overseas Territory of Gibraltar which is part of the Gorham's Cave complex. This complex of four caves has been nominated as a UNESCO World Heritage Site status in 2016. The cave complex is one of the last known habitations of the Neanderthals, with a period of inhabitation from 55,000 to 28,000 years ago. It is located on the southeast face of the Rock of Gibraltar.

Vanguard Cave is a site of continuing archaeological interest. There was a long investigation in August 2012 that involved an international team brought to Gibraltar. The team spent three weeks excavating at Gorham's cave and three weeks at Vanguard.

In September 2021, archaeologists from the Gibraltar National Museum led by Prof Clive Finlayson announced the discovery of a 40,000 year-old Neanderthal cave chamber in the Gorham's Cave Complex, including a carving that may have been early Neanderthal artwork.