MDX Query stands for Multidimensional Expressions Query, a powerful language used to retrieve and manipulate data from multidimensional databases, such as those used in Microsoft SQL Server Analysis Services. It allows users to perform complex calculations and queries on data organized in cubes, which are structures that store data in a way that makes it easy to analyze. MDX is particularly useful for business intelligence applications, enabling users to create reports and dashboards that provide insights into their data. By using MDX Query, analysts can slice and dice data, perform aggregations, and filter results, making it an essential tool for data analysis and decision-making.