A lambda expression is a concise way to represent an anonymous function in programming. It allows you to define a function without giving it a name, making it useful for short, simple operations. Lambda expressions are often used in functional programming and can be passed as arguments to higher-order functions, such as those that perform filtering or mapping on collections. In languages like Python, Java, and JavaScript, lambda expressions can simplify code by reducing the need for boilerplate function definitions. They typically consist of a list of parameters, followed by a colon, and an expression that defines the function's behavior. This makes them ideal for situations where a full function definition would be unnecessarily verbose.