DP-coloring (also known as correspondence coloring) is a generalization of list coloring developed recently by Dvořák and Postle. In this paper we introduce and study the fractional DP-chromatic number $χ_{DP}^\ast(G)$. We characterize all connected graphs $G$ such that $χ_{DP}^\ast(G) \leqslant 2$: they are precisely the graphs with no odd cycles and at most one even cycle. By a theorem of Alon, Tuza, and Voigt, the fractional list-chromatic number $χ_\ell^\ast(G)$ of any graph $G$ equals its fractional chromatic number $χ^\ast(G)$. This equality does not extend to fractional DP-colorings. Moreover, we show that the difference $χ^\ast_{DP}(G) - χ^\ast(G)$ can be arbitrarily large, and, furthermore, $χ^\ast_{DP}(G) \geq d/(2 \ln d)$ for every graph $G$ of maximum average degree $d \geq 4$. On the other hand, we show that this asymptotic lower bound is tight for a large class of graphs that includes all bipartite graphs as well as many graphs of high girth and high chromatic number.