Caledonia is a village in Washington County, Missouri, United States. The population was 158 at the 2000 census. The village was founded in 1819 and is named after the Roman Empire's Latin name for Scotland. It is 4 miles east of Belgrade, Missouri.
Caledonia is located at 37°45′48″N 90°46′20″W / 37.76333°N 90.77222°W / 37.76333; -90.77222 (37.763368, -90.772212).
According to the United States Census Bureau, the village has a total area of 0.1 square miles (0.4 km²), all of it land.