The distribution of fitness effects (DFE) of new mutations is a fundamental entity in genetics that has implications ranging from the genetic basis of complex disease to the stability of the molecular clock. It has been studied by two different approaches: mutation accumulation and mutagenesis experiments, and the analysis of DNA sequence data. The proportion of mutations that are advantageous, effectively neutral and deleterious varies between species, and the DFE differs between coding and non-coding DNA. Despite these differences between species and genomic regions, some general principles have emerged: advantageous mutations are rare, and those that are strongly selected are exponentially distributed; and the DFE of deleterious mutations is complex and multi-modal.