Helmsley is a market town in the Ryedale district of North Yorkshire, England on the River Rye. It lies on the A170 road, fourteen miles east of Thirsk across the notoriously steep Sutton Bank, which ascends the Hambleton Hills approximately midway between the two towns; it is also thirteen miles west of Pickering. The Cleveland Way leads out of the town past Helmsley Walled Garden into the North York Moors. Towering over the town is its castle and other buildings.