SET Vault is an underground nightclub and multi-use arts space based in London, United Kingdom. Originally opened by SET, a London-based artist collective and charity focused on providing affordable and experimental spaces for the creative community, SET Vault occupies a former bank vault in Bermondsey. Since its inception, SET Vault has carved out a unique niche within London’s nightlife, known for its raw industrial aesthetic, commitment to leftfield programming, and supportive environment for emerging and avant-garde talent.

The venue has garnered attention for its DIY ethos and has become a crucial site for London's alternative music and art scenes, fostering a spirit of collaboration and innovation rare in the city’s increasingly commercial nightlife landscape. Over time, SET as an organization has shifted locations with other venues across London, but the Vault itself has retained a sense of permanence as a hub for late-night club events, immersive installations, and experimental performances. The Vault's unique structure—utilizing the original features of the bank vault, such as thick metal doors and exposed concrete—adds a tangible sense of history and exclusivity, further enhancing its cachet among club goers and artists alike.

The list of notable artists who have performed at SET Vault spans both international underground acts and local London talent, and includes figures such as OK Williams, Coby Sey, Klein, Curved Pressing, Flora Yin-Wong, Iona Fortune, DJ Bus Replacement Service, Rhyw, and the collective Pxssy Palace, as well as countless emerging DJs and live performers operating at the cutting edge of electronic, experimental, and club music in the UK.