在机率论中，重尾分布（英语：Heavy-tailed distribution）是一种机率分布的模型，它的尾部比指数分布还要厚。在许多状况中，通常右边尾部的分布会比较受到重视，但左边尾部比较厚，或是两边尾部都很厚的状况，也会被认为是一种重尾分布。

重尾分布之中，又有两个子类型，分别称为长尾分布（long-tailed distributions）以及次指数分布（subexponential distributions）。

In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution. In many applications it is the right tail of the distribution that is of interest, but a distribution may have a heavy left tail, or both tails may be heavy.