We provide a formal definition of p-brane Newton-Cartan (pNC) geometry and establish some foundational results. Our approach is the same followed in the literature for foundations of Newton-Cartan Gravity. Our results provide control of aspects of pNC geometry that are otherwise unclear when using the usual gauge language of non-relativistic theories of gravity.In particular, we obtain a set of necessary and sufficient conditions that a pNC structure must satisfy in order to admit torsion-free, compatible affine connections, and determine the space formed by the latter. This is summarised in Theorem 3.1. Since pNC structures interpolate between Leibnizian structures for p = 0 and Lorentzian structures for p = d − 1 (with d the dimension of the spacetime manifold), the present work also constitutes a generalisation of results of Newton-Cartan and (pseudo-) Riemannian