Cai Yan (c. 178 – post 206; or c. 170–215; or died c. 249), courtesy name Wenji, was a Chinese composer, poet, and writer who lived during the late Eastern Han dynasty of China. She was a daughter of Cai Yong. Her courtesy name was originally Zhaoji, but was changed to Wenji during the Jin dynasty to avoid naming taboo because the Chinese character for zhao in her courtesy name is the same as that in the name of Sima Zhao, the father of the Jin dynasty's founding emperor, Sima Yan. She spent part of her life as the concubine of a powerful Xiongnu leader until 207, when the warlord Cao Cao, who controlled the Han central government in the final years of the Eastern Han dynasty, paid a heavy ransom to bring her back to Han territory.

Cai Yan was celebrated for being "erudite, eloquent and brilliant in rhythm"; her biography was recorded in Book of the Later Han, volume 84: Biographies of Exemplary Women (卷八十四. 列女傳. 第七十四).

Cai Yan was a daughter of Cai Yong, a famous Eastern Han dynasty scholar from Yu County (圉縣), Chenliu Commandery [zh] (陳留郡), which is around present-day Qi County, Kaifeng, Henan. She was married to Wei Zhongdao (衛仲道) in 192 but her husband died shortly after their marriage and they did not have any children. Between 194 and 195, when China entered a period of chaos, the Xiongnu nomads intruded into Han territory, captured Cai, and took her back as a prisoner to the northern lands. During her captivity, she married the Xiongnu "Wise Prince of the Left" (possibly Liu Bao) and bore him two sons. 12 years later, the Chancellor of the Han, Cao Cao, asked for Cai's release in return for a huge ransom in the name of her father. Liu Bao agreed to these terms and freed Cai without hesitation. After her release, Cai returned to her homeland but left her children behind in Xiongnu territory. The reason Cao Cao wanted her back was that she was the sole surviving member of her clan and he needed her to placate the spirits of her ancestors.

After that, Cai married again, this time to Dong Si (董祀), a local government official from her hometown. However, when Dong Si committed a capital crime later, Cai pleaded with Cao Cao for her husband's acquittal. At the time, Cao Cao was hosting a banquet to entertain guests, who were stirred by Cai's distressed appearance and behaviour. She asked him if he could provide her with yet another husband. He pardoned Dong Si.

Later in her life, she wrote two poems describing her turbulent years.

Cai Yan briefly appears in chapter 71 of the novel, Romance of the Three Kingdoms, a historical novel of the 14th century which romanticizes events prior to and during the Three Kingdoms period of China.

Cao Cao was on a march to battle with Liu Bei during the Hanzhong Campaign when he passed by Cai Yan's residence.

Cao Cao came to the gates with a few attendants. Upon hearing who the guest was, Cai Yan hurriedly raced to meet them, and after Cao Cao took a seat in the household, he noticed a tablet which contained mix-matched eight words that he couldn't interpret. Cai Yan pointed out that her father wrote it after hearing a specific tale. Yang Xiu, one of the men whom Cao Cao brought along, declared he knew the riddle on the tablet.