This paper initiates the study of sets in Euclidean spaces ℝn that are defined in terms of the dimensions of their elements. Specifically, given an interval I ⊆ [0, n ], we are interested in the connectivity properties of the set DIMI, consisting of all points in ℝn whose dimensions lie in I, and of its dual DIMIstr, consisting of all points whose strong dimensions lie in I. If I is [0, 1) or.