Cotton Exchange Building may refer to:
- in the United Kingdom
- Liverpool Cotton Exchange Building, England
- Manchester Royal Exchange the United Kingdom's principal cotton exchange from 1729 until 1968
- Blackburn Cotton Exchange Building
- in the United States
- Augusta Cotton Exchange Building, Augusta, Georgia
- New Orleans Cotton Exchange Building, New Orleans, Louisiana
- New York Cotton Exchange, New York, New York
- Cotton-Exchange Building (Oklahoma City, Oklahoma), listed on the National Register of Historic Places (NRHP)
- Houston Cotton Exchange Building, Houston, Texas
- Old Cotton Exchange Building, Nacogdoches, Texas, listed on the NRHP