We study algorithmic problems on subsets of Euclidean space of low fractal dimension. These spaces are the subject of intensive study in various branches of mathematics, including geometry, topology, and measure theory. There are several well-studied notions of fractal dimension for sets and measures in Euclidean space. We consider a definition of fractal dimension for finite metric spaces which agrees with standard notions used to empirically estimate the fractal dimension of various sets. We define the fractal dimension of some metric space to be the infimum $δ>0$, such that for any $ε> 0$, for any ball $B$ of radius $r\geq 2ε$, and for any $ε$-net $N$ (that is, for any maximal $ε$-packing), we have $|B\cap N|=O((r/ε)^δ)$. Using this definition we obtain faster algorithms for a plethora of classical problems on sets of low fractal dimension in Euclidean space. Our results apply to exact and fixed-parameter algorithms, approximation schemes, and spanner constructions. Interestingly, the dependence of the performance of these algorithms on the fractal dimension nearly matches the currently best-known dependence on the standard Euclidean dimension. Thus, when the fractal dimension is strictly smaller than the ambient dimension, our results yield improved solutions in all of these settings.