A new five parameter gamma-generalized modified Weibull (GGMW) distribution which includes exponential, Rayleigh, Weibull, modified Weibull, gamma-modified Weibull, gamma-modified Rayleigh, gamma-modified exponential, gamma-Weibull, gamma-Rayleigh, gamma-linear failure rate and gamma-exponential distributions as special cases is proposed and studied. Some mathematical properties of the new class of distributions including hazard function, quantile function, moments, distribution of the order statistics and Rényi entropy are presented. Maximum likelihood estimation technique is used to estimate the model parameters and applications to real datasets in order to illustrate the usefulness of the proposed class of models are presented.