1806 ( MDCCCVI) was a common year starting on Wednesday ( dominical letter E) of the Gregorian calendar and a common year starting on Monday ( dominical letter G) of the Julian calendar, the 1806th year of the Common Era (CE) and Anno Domini (AD) designations, the 806th year of the 2nd millennium, the sixth year of the 19th century, and the seventh year of the 1800s decade. Note that the Julian day for 1806 is 12 calendar days difference, which continued to be used from 1582 until the complete conversion of the Gregorian calendar was entirely done in 1929.
- January 1 – Kingdom of Bavaria established by Napoleon.
- January 5 – The body of Horatio Nelson, first Viscount Nelson, lies in state in the Painted Hall of the Greenwich Hospital prior to his funeral.
- January 8 – Cape Colony becomes a British colony.
- January 9 – Lord Nelson is given a state funeral at St Paul's Cathedral, attended by the Prince of Wales.
- January 10 – The Dutch in Cape Town surrender to the British forces.
- January 19 – The British occupy the Cape of Good Hope.
- January 23 – Grenville succeeds William Pitt the Younger as wartime Prime Minister of the United Kingdom, upon Pitt's death this day amidst worsening health caused by the stresses of the Napoleonic Wars.
- February 6 – The Royal Navy gains a victory off Santo Domingo.
- March 23 – After travelling through the Louisiana Purchase and reaching the Pacific Ocean, explorers Lewis and Clark and their Corps of Discovery begin their journey home.
- March 28 – Washington College (now Washington & Jefferson College) is chartered by the Pennsylvania General Assembly. 
- March 29 – Construction is authorised of the National Road (the first United States federal highway).
- April 8 – Stéphanie de Beauharnais, adopted daughter of Napoleon Bonaparte, marries Prince Karl Ludwig Friedrich of Baden.
- May 30 – Andrew Jackson kills a man in a duel after the man had accused Jackson's wife of bigamy.
- June 5 – Louis Bonaparte is appointed as King of Holland by his brother, Emperor Napoleon.
- July 4
- July 10 – Vellore Mutiny, the first mutiny by Indian sepoys against the East India Company.
- July 12 – Sixteen German Imperial States leave the Holy Roman Empire and form the Confederation of the Rhine – Liechtenstein being given full sovereignty – leading to collapse of the Empire after 8 centuries.
- July 15 – Pike expedition: Near St. Louis, Missouri, United States Army Lieutenant Zebulon Pike leads an expedition from Fort Bellefontaine to explore the west.
- July 23 – A British expeditionary force of 1,700 men landed on the left bank of the Río de la Plata and invaded Buenos Aires.
- August – English seal hunter Abraham Bristow discovers the Auckland Islands. 
- August 6 – Francis II, the last Holy Roman Emperor, abdicates, thus ending the Holy Roman Empire after about a millennium.
- September – Prussia declares war on France, and is joined by Saxony and additional minor German states.
- September 23 – The Lewis and Clark Expedition reaches St. Louis, Missouri, ending a successful exploration of the Louisiana Territory and the Pacific Northwest.
- October 9 – Battle of Schleiz: First clash of the Franco-Prussian conflict. The Prussian army is easily defeated by a more numerous French force.
- October 14 – Battle of Jena–Auerstedt: Napoleon defeats the Prussiann army of Prince Hohenlohe at Jena while Marshal Davout defeats the main Prussiann army under Charles William Ferdinand, Duke of Brunswick-Wolfenbüttel, who's killed.
- October 17 – Emperor Jacques I of Haiti ( Jean-Jacques Dessalines) is assassinated at the Pont-Rouge, Haiti, and Alexandre Pétion becomes first President of the Republic of Haiti.
- October 24 – French forces enter Berlin.
- October 30 – Capitulation of Stettin: Believing themselves massively outnumbered, the 5,300-man garrison at Stettin in Prussian surrenders to a much smaller French force without a fight.
- November – Napoleon declares a Continental Blockade against the British.
- November 15 – Pike expedition: Throughout his second exploratory expedition, Lieutenant Zebulon Pike sees a distant mountain peak while near the Colorado foothills of the Rocky Mountains (later named Pikes Peak in his honor).
- November 24 – The last major Prussiann field force, under Gebhard Leberecht von Blücher, surrenders to the French near Lübeck. Frederick William III has by this time fled to Russia.
- November 28 – French troops enter Warsaw.
- December 26 – War of the Fourth Coalition
- Thomas Bruce, seventh Earl of Elgin, removes the Elgin Marbles from the Parthenon in Athens.
- Annual British iron production reaches 260,000 tons.
- January 1 – Lionel Kieseritzky, Baltic German chess player (d. 1853)
- January 27 – Juan Crisóstomo Arriaga, Spanish composer (d. 1826)
- February 22 – Józef Kremer, Polish messianic philosopher (d. 1875)
- March 4
- March 6 – Elizabeth Barrett Browning, English poet (d. 1861)
- March 11 – Carlo Pellion di Persano, Italian admiral and politician (d. 1883)
- March 12 – Jane Pierce, First Lady of the United States (d. 1863)
- March 21 – Benito Juárez, Mexican statesman and folk hero (d. 1872)
- April 3 – Ivan Kireyevsky, Russian literary critic and philosopher (d. 1856)
- April 6 – Friedrich Wilhelm Ritschl, German scholar (d. 1876)
- April 9 – Isambard Kingdom Brunel, British engineer (d. 1859)
- May 2 – Catherine Labouré, French visionary and saint (d. 1876)
- May 20 – John Stuart Mill, British philosopher (d. 1873)
- June 12 – John Augustus Roebling, German-American engineer (d. 1869)
- June 27 – Augustus De Morgan, British mathematician and logician (d. 1871)
- July 5 – James Dawson, Aboriginal Guardian (d. 1900)
- September 12 – Andrew Hull Foote, American admiral (d. 1863)
- October 3 – Oliver Cowdery, American religious leader (d. 1850)
- December 11 – Otto Wilhelm Hermann von Abich, German geologist (d. 1886)
- William Bell, English portrait painter from Newcastle upon Tyne (b. c. 1735)
- Edward Welch, Welsh architect (d. 1868)
- January 23 – William Pitt the Younger, Prime Minister of the United Kingdom (b. 1759)
- February 2 – Rétif de la Bretonne, French writer (b. 1734)
- February 16 – Franz von Weyrother, Austrian general (b. 1755)
- February 19 – Elizabeth Carter, English writer (b. 1717)
- February 20 – Lachlan McIntosh, Scottish-born American military and political leader (b. 1725)
- March 23 – George Pinto English composer (b. 1785)
- March 30 – Georgiana Cavendish, Duchess of Devonshire (b. 1757)
- April 9 – William V, Prince of Orange (b. 1748)
- April 22 – Pierre-Charles Villeneuve, French admiral (stabbed) (b. 1763)
- May 9 – Robert Morris (financier), Financier of the American Revolution (b. 1734)
- May 24 – John Campbell, fifth Duke of Argyll, British field marshal (b. 1723)
- June 23 – Mathurin Jacques Brisson, French naturalist (b. 1723)
- July 10 – George Stubbs, English painter (b. 1724)
- July 11 – James Smith, American signer of the United States Declaration of Independence
- August 10 – Michael Haydn, Austrian composer (b. 1737)
- August 22 – Jean-Honoré Fragonard, French painter (b. 1742)
- August 23 – Charles-Augustin de Coulomb, French physicist (b. 1736)
- September 9 – William Paterson, signer of the United States Constitution, Governor of New Jersey (b. 1745)
- October 9 – Benjamin Banneker, American astronomer and surveyor (b. 1731)
- October 10 – Louis Ferdinand of Prussia, German prince (killed in battle) (b. 1772)
- October 25 – Henry Knox, Secretary of War under George Washington (b. 1750)
- November 23 – Roger Newdigate, British politician (b. 1719)
- December 22 – William Vernon, American merchant (b. 1719)