We give the first construction of explicit constant-degree lossless vertex expanders. Specifically, for any $\varepsilon > 0$ and sufficiently large $d$, we give an explicit construction of an infinite family of $d$-regular graphs where every small set $S$ of vertices has $(1-\varepsilon)d|S|$ neighbors (which implies $(1-2\varepsilon)d|S|$ unique-neighbors). Our results also extend naturally to construct biregular bipartite graphs of any constant imbalance, where small sets on each side have strong expansion guarantees. The graphs we construct admit a free group action, and hence realize new families of quantum LDPC codes of Lin and M. Hsieh with a linear time decoding algorithm. Our construction is based on taking an appropriate product of a constant-sized lossless expander with a base graph constructed from Ramanujan Cayley cubical complexes.