The discrete Gaussian $D_{L- t, s}$ is the distribution that assigns to each vector $x$ in a shifted lattice $L - t$ probability proportional to $e^{-π\|x\|^2/s^2}$. It has long been an important tool in the study of lattices. More recently, algorithms for discrete Gaussian sampling (DGS) have found many applications in computer science. In particular, polynomial-time algorithms for DGS with very high parameters $s$ have found many uses in cryptography and in reductions between lattice problems. And, in the past year, Aggarwal, Dadush, Regev, and Stephens-Davidowitz showed $2^{n+o(n)}$-time algorithms for DGS with a much wider range of parameters and used them to obtain the current fastest known algorithms for the two most important lattice problems, the Shortest Vector Problem (SVP) and the Closest Vector Problem (CVP). Motivated by its increasing importance, we investigate the complexity of DGS itself and its relationship to CVP and SVP. Our first result is a polynomial-time dimension-preserving reduction from DGS to CVP. There is a simple reduction from CVP to DGS, so this shows that DGS is equivalent to CVP. Our second result, which we find to be more surprising, is a polynomial-time dimension-preserving reduction from centered DGS (the important special case when $ t = 0$) to SVP. In the other direction, there is a simple reduction from $γ$-approximate SVP for any $γ= Ω(\sqrt{n/\log n})$, and we present some (relatively weak) evidence to suggest that this might be the best achievable approximation factor. We also show that our CVP result extends to a much wider class of distributions and even to other norms.