A Lambda Expression is a concise way to represent an anonymous function in programming. It allows developers to create small, single-use functions without formally defining them with a name. This is particularly useful in functional programming and when working with collections, as it simplifies code and enhances readability. In languages like Java, Python, and JavaScript, lambda expressions can be used to perform operations such as filtering, mapping, or reducing data. They typically consist of parameters, an arrow (or similar syntax), and an expression that defines the function's behavior, making them a powerful tool for writing clean and efficient code.