Caroline was a schooner constructed in New Bedford, Massachusetts. She disappeared without trace in 1802. Built and registered in New Bedford, she was owned by Swain and Co a New Bedford firm. She reached Sydney on 22 December 1801 under the command of St. Tuckerman. She left Sydney on 29 March 1802 with Lieutenant Neil McKellar on board who carried the dispatches from Governor Phillip Gidley King to England. Caroline was to return to New Bedford. Caroline was never heard of again and was lost with McKellar, Tuckerman, and a crew of nine men.