USS Alcedo (SP-166) was a yacht in the United States Navy. She was the first American vessel lost in World War I. Alcedo was built in 1895 at Glasgow, Scotland, by D. and W. Henderson and Company. She was purchased by the Navy on 1 June 1917 from Mr. George W. C. Drexel of Philadelphia, Pennsylvania, and commissioned at New York on 28 July 1917, Lieutenant Commander William T. Conn, Jr., in command.