Advances in information and communication technologies are driving global changes in our society—from the way we communicate with each other to the forces that shape our economy and behaviour. Insights generated from big data are already transforming many domains. Mobility data from mobile phone networks can reveal the extent of displacement after a disaster and help predict the spread of infectious diseases, while mobile airtime purchases can help track food consumption. Roofing materials visible from space serve as a proxy for poverty, changes in debit card usage indicate the impact of a crisis, and postal records have been used to estimate trade flows. At the same time, the rapidly evolving capabilities of artificial intelligence offer new opportunities to unlock the value of big data for more evidence-based decision-making that can accelerate progress towards the SDGs.