We show that, for every set of $n$ points in the $d$-dimensional unit cube, there is an empty axis-parallel box of volume at least $Ω(d/n)$ as $n\to\infty$ and $d$ is fixed. In the opposite direction, we give a construction without an empty axis-parallel box of volume $O(d^2\log d/n)$. These improve on the previous best bounds of $Ω(\log d/n)$ and $O(2^{7d}/n)$ respectively.