Fifeshire Avenue is a small, enclosed alley located off Cambridge Terrace, between Vivian and Barker Streets.
The name Fifeshire commemorates the first Nelson emigrant vessel to arrive at Port Nicholson. After arriving at Port Nicholson, the ship then left for Nelson a week later, entering the harbour on 1 February 1842, the closest Monday to which is now celebrated as Nelson Anniversary Day. Upon leaving Nelson, the Fifeshire was soon wrecked just off Tāhunanui Beach at Arrow Rock/Urenui.
Fifeshire Avenue was previously named Cambridge Avenue, but was resolved to be renamed at a Special Meeting of the Wellington City Council, held on Thursday 26 February, 1925.