1995–96 FR Yugoslavia Cup

The 1995–96 FR Yugoslavia Cup was the fourth season of the FR Yugoslavia's annual football cup. The cup defenders was Red Star Belgrade, and they were him successfully defended, after they defeated FK Partizan in the final.

First round
Note: Roman numerals in brackets denote the league tier the clubs participated in the 1995–96 season.
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Second round
Note: Roman numerals in brackets denote the league tier the clubs participated in the 1995–96 season.
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Quarter-finals
Note: Roman numerals in brackets denote the league tier the clubs participated in the 1995–96 season.
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Semi-finals
Note: Roman numerals in brackets denote the league tier the clubs participated in the 1995–96 season.
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Second leg
Red Star won 6–1 on aggregate.