A User Defined Function (UDF) is a feature in programming and data analysis that allows users to create their own functions to perform specific tasks. Unlike built-in functions, which are predefined, UDFs enable customization to meet unique requirements. They can be used in various programming languages, including Python, Java, and SQL. UDFs are particularly useful in data processing and analysis, as they allow users to encapsulate complex logic into a single callable function. This enhances code readability and reusability, making it easier to manage and maintain codebases. UDFs are commonly used in applications like Excel and Apache Spark.