Caledonia is a town in Lowndes and Monroe Counties in the U.S. state of Mississippi. It is northeast of Columbus. The population was 1,015 at the 2000 census.
Caledonia is located at 33°41′5″N 88°19′37″W / 33.68472°N 88.32694°W / 33.68472; -88.32694 (33.684801, -88.327043).
According to the United States Census Bureau, the town has a total area of 2.8 square miles (7.3 km²), of which, 2.8 square miles (7.3 km²) of it is land and 0.35% is water.