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Nienna is a Vala from J. R. R. Tolkien's Middle-earth legendarium. She is the sister of Mandos and Irmo. Her name means She who weeps. Or perhaps, in light of Tolkien's Catholicism, she was named after the charism of the Gift of Tears (Quenya nie 'tear' + anna 'gift'). She lives in the far West of Arda, grieves for the suffering of the world, and comforts the spirits of the dead who wait in the halls of Mandos:

[S]he dwells alone. She is acquainted with grief, and mourns for every wound that Arda has suffered in the marring of Melkor. So great was her sorrow, as the Music unfolded, that her song turned to lamentation long before its end, and the sound of mourning was woven into the themes of the World before it began. But she does not weep for herself; and those who hearken to her learn pity, and endurance in hope. Her halls are west of West, upon the borders of the world; and she comes seldom to the city of Valimar where all is glad. She goes rather to the halls of Mandos, which are near to her own; and all those who wait in Mandos cry to her, for she brings strength to the spirit and turns sorrow to wisdom. The windows of her house look outward from the walls of the world. (The Silmarillion, Chapter 2, "Valaquenta")

Gandalf's rebuke of Frodo for wishing death upon Gollum in The Fellowship of the Ring is obliquely attributed in The Silmarillion to Gandalf's having been a disciple of Nienna in Valinor (Chapter 2, "Valaquenta"): "Wisest of the Maiar was Olórin [Gandalf]... [H]is ways took him often to the house of Nienna, and of her he learned pity and patience."

Nienna is the only Vala of female appearance who is not married, similarly to Ulmo among the male counterparts.

Nienna wept on the mound of Ezellohar, watering it with her tears. After the destruction of the Two Trees by Melkor, she wept on their remains, cleansing the filth of Ungoliant, and helping to nurture the fruit and the flower that became the Sun and the Moon. Nienna is considered one of the most powerful of the female Valar, alongside Varda and Yavanna. Although she represents Mercy, Compassion and Healing, her powers seem to include growth, as she was instrumental, together with Yavanna, in making the Two Trees, and healing their mounds from the poison of Ungoliant. She was also one of the few Valar who sided with the release of Melkor from his bond after the Age of Peace, being compassionate of his suffering yet unaware, as Manwë was, of his unfailing evil nature.

In The Book of Lost Tales Nienna was named Fui or Qalme-Tari and was married to Vefantur (Mandos), to whom she was not related in that context. She did not bring about the healing of the Two Trees and turned away Túrin and Nienor from her halls of Fui (named after herself).

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