Red Canyon is an arid canyon on the western side of the Caballo Mountains in Sierra County, New Mexico. Defined by the drainage that carries its wash down from the range toward the Rio Grande, it begins on the mountains’ west slope and descends westward until it emerges near the point where its wash meets the river. At that outlet, the elevation is 4,232 feet, or about 1,290 meters. Its course and setting place it among the dry mountain canyons that open from the Caballo range toward the Rio Grande valley.