Solar wind is probably the best laboratory to study turbulence in astrophysical plasmas. In addition to the presence of magnetic field, the differences with neutral fluid isotropic turbulence are: (i) weakness of collisional dissipation and (ii) presence of several characteristic space and time scales. In this paper we discuss observational properties of solar wind turbulence in a large range from the MHD to the electron scales. At MHD scales, within the inertial range, turbulence cascade of magnetic fluctuations develops mostly in the plane perpendicular to the mean field, with the Kolmogorov scaling k −5/3 ⊥ for the perpendicular cascade and k −2 for the parallel one. Solar wind turbulence is compressible in nature: density fluctuations at MHD scales have the Kolmogorov spectrum. Velocity fluctuations do not follow magnetic field ones: their spectrum is a power-law with a −3/2 spectral index. Probability distribution functions of different plasma parameters are not Gaussian, indicating presence of intermittency. At the moment there is no global model taking into account all these observed properties of the inertial range. At ion scales, turbulent spectra have a break, compressibility increases and the density fluctuation spectrum has a local flattening. Around ion scales, magnetic spectra are variable and ion instabilities occur as a function of the local plasma parameters. Between ion and electron scales, a small scale turbulent cascade seems to be established. It is characterized by a well defined power-law spectrum in magnetic and density fluctuations with a spectral index close to −2.8. Approaching electron scales, the fluctuations are no more self-similar: an exponential cut-off is usually observed (for time intervals without quasi-parallel whistlers) indicating an onset of dissipation. The small scale inertial range between ion and electron scales and the electron dissipation range can be together described by ∼ k −α ⊥ exp(−k ⊥ d ), with α 8/3 and the dissipation scale d close to the electron Larmor radius d ρ e . The nature of this small scale cascade and a possible dissipation mechanism are still under debate.