Sally's Cove is a fishing community located within Gros Morne National Park. It is located 15 km from Rocky Harbour. Sally's Cove is quite broad and open with only sandbars to the north and south which are visible at low tides thus providing little or no protection for the fishing boats. During the 1880's fisherman began visiting the coast during the summer months and discovered some excellent fishing grounds. A few of these fishermen settled in the area. Sally's Cove is said to have taken its name from a girl named Sally Short who was determined to leave her husband. En route to Woody Point along with her children she was shipwrecked. Sally and her family survived the wreck by finding shelter in a puncheon tub.

Two of the earlier settlers were Richard Gill and Julian Ghimery. Sally's Cove first appeared in the census in 1884 with a population of only nine, growing to 30 by 1891 and 59 by 1901. During the early 1900's a school inspector by the name of W.W. Blackwall visited the area and reported that Sally's Cove was a thriving community with twelve families. These families were able to supplement a lobster fishery by extensively farming and raising cattle. Blackwall also noted that a Church of England school/chapel had been in operation for five or six years. In 1954 a road was built to Sally's Cove connecting it to such communities as Rocky Harbour and St.Paul's.