The Fort Davidson State Historic Site is a state park and historic site in Pilot Knob, Missouri. It features the site where the federal Fort Davidson once stood.

At Fort Davidson, a noted American Civil War event took place. This helped the site become known as the Battle of Pilot Knob, as well, being the site where the last Confederate offensive in Missouri was blunted. About twelve thousand Confederate soldiers led by General Sterling Price marched in aims to seize St. Louis, but failed in the end.

Today, the Fort Davidson State Historic Site features a museum that interprets the historic event that took place through the Arcadia Valley in 1864. It also features a number of historic structures including two Confederate burial trenches and a visitor center.