Peden's Cave is at least partly artificial and is set into a craggy outcrop of red sandstone rocks overlooking the River Lugar just below the farm of Auchinbay in East Ayrshire, Scotland, close to the town of Ochiltree. Traditionally it is said that this cave was used as a hiding place for Covenanters, including the famous Covenanter minister Alexander Peden in the 17th century, mainly during the so-called 'Killing Times' of the 1680s.