Brenin Llwyd (English: Grey King, also known by the sobriquet, The Monarch of the Mist), is a legendary figure in Welsh mythology. Recorded in mountainous locations throughout the country, the figure is always silent, semi-corporeal, is cloaked in mist or a grey cloak and preys on unwary travellers, especially children.

Although Brenin Llwyd is a solitary, individual figure and is not part of any other mythological groups or species, consistent accounts of the Brenin Llwyd are found across Wales, with only minimal variations. An archetypal description of the figure and its localities was given by the folklorist Marie Trevelyan in 1909:

"Stories about the Brenin Llwyd, the Grey King or Monarch of the Mist, were told in the most mountainous districts. In the North, he was described as being very mighty and powerful. He was represented as sitting among the mountains, robed in grey clouds and mist, and woe to anybody who was caught in his clutches! Snowdon and the ranges of it, Cadair Idris, Plinlimmon, and other lofty places, were his favourite haunts. In the south, he was regarded as 'hungering' for victims, and children were warned not to venture too high up the mountains, lest the Brenin Llwyd should seize them."

In the same text, Trevelyan records another encounter in a different locality much further south. This figure is also named Brenin Llwyd and the description closely matches that of the figure in the north:

"An old woman said (…) that many a time she shuddered when they ascended to the mineral wells on the Smaelog, and was glad to come down, because the people and children warned everybody not to linger late, for the Brenin Llwyd would be after them. She was further told that there was no trusting him, for sometimes on the brightest summer evening he would come suddenly and draw them into his clutches."

Trevelyan gives a third account of the figure in Carmarthenshire which has certain embellishments not recorded at other locations. This version is notable for associations with the court of a king, which she names as the "Court of the Mist" and hunting hounds named as "the Dogs of the Sky". These aspects suggest a connection in the area between the Brenin Llwyd and the Welsh version of the Celtic Otherworld, Annwn and the Cŵn Annwn.

Another legend associated with the Brenin Llwyd is that of the Lord of Merionnydd, Belyn ap Madog. Although young, Belyn was ambitious to restore his family to power and become renowned as a great hero throughout the world. Knowing the old legend that anyone who spent a night on Cadair Idris would either go mad or receive the power of great inspiration (including prophecy), Belyn scaled the mountain and sat at its peak hoping to learn something of his future.

After some hours on the peak, Belyn is said to have felt a great terror come over him and a sensation of suffocating before he became extremely ill. Through a pale light, Belyn glimpsed a number of giant figures which put him in mind of the Brenin Llwyd, the sight was accompanied by the extraordinary sound of rushing water and great winds competing against each other. Belyn heard a loud voice which questioned his ambition and was seemingly able to read Belyn's own thoughts. Finally the voice tells Belyn to "go home and do not try to learn the secrets of the stars" and advises him to avoid battle and fame and instead dedicate his life to helping others.