**Arnaud Denjoy** ([dɑ̃ˈʒwa]; 1884–1974) was a French mathematician.

Denjoy was born in Auch, Gers. His contributions include work in harmonic analysis and differential equations. His integral was the first to be able to integrate all derivatives. Among his students is Gustave Choquet. He is also known for the more general broad Denjoy integral, or Khinchin integral.

Denjoy died in Paris in 1974.