MDX, or Multidimensional Expressions, is a query language used to interact with data stored in multidimensional databases, such as those used in Microsoft SQL Server Analysis Services. It allows users to retrieve and manipulate data from OLAP (Online Analytical Processing) cubes, which organize data into dimensions and measures for analysis. MDX is similar to SQL (Structured Query Language) but is specifically designed for multidimensional data structures. It enables users to perform complex calculations, filter data, and create dynamic reports, making it a powerful tool for business intelligence and data analysis.