Caledonia is a village in southern Washington County, Missouri, United States. The population was 130 at the 2010 census. Caledonia is located 4 miles (6.4 km) east of Belgrade.
Caledonia was laid out in 1819. The village is named after the Roman Empire's Latin name for Scotland. A post office has been in operation at Caledonia since 1819.
The Caledonia Historic District, Land Archeological Site, Lost Creek Pictograph Archeological Site, and Harrison Queen House are listed on the National Register of Historic Places.
Caledonia is located at the intersection of Missouri Route 32 and Missouri Route 21. Goose Creek flows through the community and Spring Glen Lake is approximately one mile to the northeast along Goose Creek.
According to the United States Census Bureau, the village has a total area of 0.16 square miles (0.41 km2), all land.
As of the census of 2010, there were 130 people, 58 households, and 39 families living in the village. The population density was 812.5 inhabitants per square mile (313.7/km2). There were 76 housing units at an average density of 475.0 per square mile (183.4/km2). The racial makeup of the village was 100.0% White.