1865 in Australia
- Premier of New South Wales – James Martin until 3 February, then Charles Cowper
- Premier of Queensland – Robert Herbert
- Premier of South Australia – Arthur Blyth until 22 March, then Francis Dutton until 20 September, then Henry Ayers until 23 October, then John Hart, snr.
- Premier of Tasmania – James Whyte
- Premier of Victoria – James McCulloch
- 26 January – Bushrangers Ben Hall, Johnny Gilbert and John Dunn hold up Kimberley's Inn in the town of Collector, New South Wales. Dunn shoots and kills the local police officer, Constable Samuel Nelson.
- 21 February – A Royal Commission into the origin and nature of contagious bovine pleuropneumonia (a cattle disease) presents its third and final report to the Parliament of Victoria.
- 8 April – Bushranger Dan Morgan is shot dead by a stockman during a police siege at Wangaratta, Victoria.
- 5 May – Bushranger Ben Hall is shot dead by police at Goobang Creek in New South Wales.
- 13 May – Bushranger Johnny Gilbert is shot dead by police at Binalong, New South Wales.
- 1 July – Stamp duty is introduced in New South Wales with the Stamp Duties Act of 1865.
- 17 July – The wooden barquentine Ada collides with the RMS Jeddo and sinks in Sydney Harbour.
- 31 July – Queensland Railways opens the first section of track from Ipswich to Bigge's Camp, the first narrow gauge mainline railway in the world.
- 30 December – A general election is held in Victoria.
- Arnott's Biscuits is founded by Scottish baker William Arnott.
- Toryboy wins the Melbourne Cup. A trophy is awarded for the first time.
- 4 March – Edward Dyson, poet and novelist (died 1931)
- 12 March – E. Phillips Fox, naturalist painter (died 1915)
- 25 March – Ernest Gaunt, Royal Navy admiral (died 1940)
- 16 April – Harry Chauvel, soldier (died 1945)
- 2 May – Jens Jensen, politician (died 1936)
- 4 May – David John Gordon, South Australian politician (died 1946)
- 27 June – John Monash, soldier (died 1931)
- 18 July – Dowell Philip O'Reilly, writer (died 1923)
- 16 August – Mary Gilmore, socialist poet and journalist (died 1962)
- 18 August – Frank Anstey, politician (died 1940)
- 14 September – John Northmore, chief justice of Western Australia (died 1958)
- 17 September – William Murray McPherson, premier of Victoria (died 1932)
- 27 November – Walter Frederick Gale, banker and astronomer (died 1945)
- 10 March – William Nicholson, mayor of Melbourne and premier of Victoria (born 1816)
- 8 April – Dan Morgan, bushranger (born 1830)
- 5 May – Ben Hall, bushranger (born 1837)
- 13 May – John Gilbert, bushranger (born 1842)
- 18 May – Angus McMillan, explorer (born 1810)
- 28 September – Edward Wise, NSW Supreme Court judge (born 1818)
- 21 October – Francis Tuckfield, missionary (born 1808)
- Police deaths in NSW, New South Wales Police. Archived 28 February 2007 at the Wayback Machine
- The Origins of Australia's Railway Age Archived 29 February 2008 at the Wayback Machine, Australian Heritage Council, 2003.
- The Melbourne Cup is not very big, Australian Broadcasting Corporation, 23 October 2006.