Sullivan Bay lies 60 km due south of Melbourne on Port Phillip, one kilometre east of Sorrento, Victoria. It was established as a short-lived convict settlement in 1803 by Lieutenant Colonel David Collins, who named the bay after the Under-Secretary of State for War and the Colonies, John Sullivan.

The site was chosen because of its strategic location near the entrance of the Bay. The settlement is significant because it was the first attempt to settle Europeans permanently in what is now Victoria and is a key link in the expansion of the colony of New South Wales into Tasmania and Victoria, and the control of Bass Strait as a trade route.

In April 1803 the HMS Calcutta and the transport ship Ocean were sent from England, via the Cape of Good Hope, carrying officers, a marine detachment, free settlers and convicts to Port Phillip. They arrived on the 10 October 1803.

The new colonists quickly discovered that water was scarce, and suitable timber could not be found. The treacherous entrance to the bay made the site unsuitable for whaling and with few marines, the settlement was vulnerable to attack. Collins decided to abandon the settlement and move to Van Diemens Land (now Tasmania) in January 1804 where John Bowen had established a settlement at Risdon Cove in 1803. They were moved as two parties, the second group leaving on 20 May, just over seven months after the settlement had been established.

Sullivans Cove is on the Derwent River adjacent to the Hobart CBD in Tasmania. It was the site of initial European settlement in the area.

The Cove was the initial landing site of what is now the city of Hobart. It was founded on 21 February 1804 by Lieutenant Governor David Collins, who travelled to the shore via what was then a rocky island named Hunter Island. The connection to the shore was developed and is now known as Hunter Street. The island now has a building directly above it.

Although the first European settlement in the state was further up the river at Risdon Cove by John Bowen a year earlier, that settlement was abandoned and relocated to join the Sullivans Cove settlers.

Collins named Sullivans Cove after John Sullivan, Permanent Under Secretary to the Colonies.

Sullivans Cove holds large historical and sentimental value for the city. The cove area itself is now known as Macquarie Wharf and serves as the main port for the city. Many of the original buildings along the esplanade are still standing.