diff --git a/executor/aggfuncs/builder.go b/executor/aggfuncs/builder.go
index 7d5c559d26ffc..a3f1e8256b449 100644
--- a/executor/aggfuncs/builder.go
+++ b/executor/aggfuncs/builder.go
@@ -69,6 +69,8 @@ func BuildWindowFunctions(ctx sessionctx.Context, windowFuncDesc *aggregation.Ag
 		return buildFirstValue(windowFuncDesc, ordinal)
 	case ast.WindowFuncLastValue:
 		return buildLastValue(windowFuncDesc, ordinal)
+	case ast.WindowFuncCumeDist:
+		return buildCumeDist(ordinal, orderByCols)
 	default:
 		return Build(ctx, windowFuncDesc, ordinal)
 	}
@@ -345,11 +347,7 @@ func buildRank(ordinal int, orderByCols []*expression.Column, isDense bool) AggF
 	base := baseAggFunc{
 		ordinal: ordinal,
 	}
-	r := &rank{baseAggFunc: base, isDense: isDense}
-	for _, col := range orderByCols {
-		r.cmpFuncs = append(r.cmpFuncs, chunk.GetCompareFunc(col.RetType))
-		r.colIdx = append(r.colIdx, col.Index)
-	}
+	r := &rank{baseAggFunc: base, isDense: isDense, rowComparer: buildRowComparer(orderByCols)}
 	return r
 }
 
@@ -368,3 +366,11 @@ func buildLastValue(aggFuncDesc *aggregation.AggFuncDesc, ordinal int) AggFunc {
 	}
 	return &lastValue{baseAggFunc: base, tp: aggFuncDesc.RetTp}
 }
+
+func buildCumeDist(ordinal int, orderByCols []*expression.Column) AggFunc {
+	base := baseAggFunc{
+		ordinal: ordinal,
+	}
+	r := &cumeDist{baseAggFunc: base, rowComparer: buildRowComparer(orderByCols)}
+	return r
+}
diff --git a/executor/aggfuncs/func_cume_dist.go b/executor/aggfuncs/func_cume_dist.go
new file mode 100644
index 0000000000000..37e1ffb1636a5
--- /dev/null
+++ b/executor/aggfuncs/func_cume_dist.go
@@ -0,0 +1,58 @@
+// Copyright 2019 PingCAP, Inc.
+//
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+//     http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+package aggfuncs
+
+import (
+	"github.com/pingcap/tidb/sessionctx"
+	"github.com/pingcap/tidb/util/chunk"
+)
+
+type cumeDist struct {
+	baseAggFunc
+	rowComparer
+}
+
+type partialResult4CumeDist struct {
+	curIdx   int
+	lastRank int
+	rows     []chunk.Row
+}
+
+func (r *cumeDist) AllocPartialResult() PartialResult {
+	return PartialResult(&partialResult4Rank{})
+}
+
+func (r *cumeDist) ResetPartialResult(pr PartialResult) {
+	p := (*partialResult4Rank)(pr)
+	p.curIdx = 0
+	p.lastRank = 0
+	p.rows = p.rows[:0]
+}
+
+func (r *cumeDist) UpdatePartialResult(sctx sessionctx.Context, rowsInGroup []chunk.Row, pr PartialResult) error {
+	p := (*partialResult4CumeDist)(pr)
+	p.rows = append(p.rows, rowsInGroup...)
+	return nil
+}
+
+func (r *cumeDist) AppendFinalResult2Chunk(sctx sessionctx.Context, pr PartialResult, chk *chunk.Chunk) error {
+	p := (*partialResult4CumeDist)(pr)
+	numRows := len(p.rows)
+	for p.lastRank < numRows && r.compareRows(p.rows[p.curIdx], p.rows[p.lastRank]) == 0 {
+		p.lastRank++
+	}
+	p.curIdx++
+	chk.AppendFloat64(r.ordinal, float64(p.lastRank)/float64(numRows))
+	return nil
+}
diff --git a/executor/aggfuncs/func_rank.go b/executor/aggfuncs/func_rank.go
index e73c46e3c45ec..448760e605bb4 100644
--- a/executor/aggfuncs/func_rank.go
+++ b/executor/aggfuncs/func_rank.go
@@ -14,15 +14,15 @@
 package aggfuncs
 
 import (
+	"github.com/pingcap/tidb/expression"
 	"github.com/pingcap/tidb/sessionctx"
 	"github.com/pingcap/tidb/util/chunk"
 )
 
 type rank struct {
 	baseAggFunc
-	isDense  bool
-	cmpFuncs []chunk.CompareFunc
-	colIdx   []int
+	isDense bool
+	rowComparer
 }
 
 type partialResult4Rank struct {
@@ -48,16 +48,6 @@ func (r *rank) UpdatePartialResult(sctx sessionctx.Context, rowsInGroup []chunk.
 	return nil
 }
 
-func (r *rank) compareRows(prev, curr chunk.Row) int {
-	for i, idx := range r.colIdx {
-		res := r.cmpFuncs[i](prev, idx, curr, idx)
-		if res != 0 {
-			return res
-		}
-	}
-	return 0
-}
-
 func (r *rank) AppendFinalResult2Chunk(sctx sessionctx.Context, pr PartialResult, chk *chunk.Chunk) error {
 	p := (*partialResult4Rank)(pr)
 	p.curIdx++
@@ -78,3 +68,29 @@ func (r *rank) AppendFinalResult2Chunk(sctx sessionctx.Context, pr PartialResult
 	chk.AppendInt64(r.ordinal, p.lastRank)
 	return nil
 }
+
+type rowComparer struct {
+	cmpFuncs []chunk.CompareFunc
+	colIdx   []int
+}
+
+func buildRowComparer(cols []*expression.Column) rowComparer {
+	rc := rowComparer{}
+	rc.colIdx = make([]int, 0, len(cols))
+	rc.cmpFuncs = make([]chunk.CompareFunc, 0, len(cols))
+	for _, col := range cols {
+		rc.cmpFuncs = append(rc.cmpFuncs, chunk.GetCompareFunc(col.RetType))
+		rc.colIdx = append(rc.colIdx, col.Index)
+	}
+	return rc
+}
+
+func (rc *rowComparer) compareRows(prev, curr chunk.Row) int {
+	for i, idx := range rc.colIdx {
+		res := rc.cmpFuncs[i](prev, idx, curr, idx)
+		if res != 0 {
+			return res
+		}
+	}
+	return 0
+}
diff --git a/executor/window_test.go b/executor/window_test.go
index 4870251fa3b40..462afca70f414 100644
--- a/executor/window_test.go
+++ b/executor/window_test.go
@@ -103,4 +103,11 @@ func (s *testSuite2) TestWindowFunctions(c *C) {
 	result = tk.MustQuery("select a, first_value(rand(0)) over(), last_value(rand(0)) over() from t")
 	result.Check(testkit.Rows("1 0.9451961492941164 0.05434383959970039", "1 0.9451961492941164 0.05434383959970039",
 		"2 0.9451961492941164 0.05434383959970039", "2 0.9451961492941164 0.05434383959970039"))
+
+	result = tk.MustQuery("select a, b, cume_dist() over() from t")
+	result.Check(testkit.Rows("1 1 1", "1 2 1", "2 1 1", "2 2 1"))
+	result = tk.MustQuery("select a, b, cume_dist() over(order by a) from t")
+	result.Check(testkit.Rows("1 1 0.5", "1 2 0.5", "2 1 1", "2 2 1"))
+	result = tk.MustQuery("select a, b, cume_dist() over(order by a, b) from t")
+	result.Check(testkit.Rows("1 1 0.25", "1 2 0.5", "2 1 0.75", "2 2 1"))
 }
diff --git a/expression/aggregation/base_func.go b/expression/aggregation/base_func.go
index cfd1f16b74e39..306e47ec9569d 100644
--- a/expression/aggregation/base_func.go
+++ b/expression/aggregation/base_func.go
@@ -98,6 +98,8 @@ func (a *baseFuncDesc) typeInfer(ctx sessionctx.Context) {
 		a.typeInfer4BitFuncs(ctx)
 	case ast.WindowFuncRowNumber, ast.WindowFuncRank, ast.WindowFuncDenseRank:
 		a.typeInfer4NumberFuncs()
+	case ast.WindowFuncCumeDist:
+		a.typeInfer4CumeDist()
 	default:
 		panic("unsupported agg function: " + a.Name)
 	}
@@ -193,6 +195,11 @@ func (a *baseFuncDesc) typeInfer4NumberFuncs() {
 	types.SetBinChsClnFlag(a.RetTp)
 }
 
+func (a *baseFuncDesc) typeInfer4CumeDist() {
+	a.RetTp = types.NewFieldType(mysql.TypeDouble)
+	a.RetTp.Flen, a.RetTp.Decimal = mysql.MaxRealWidth, mysql.NotFixedDec
+}
+
 // GetDefaultValue gets the default value when the function's input is null.
 // According to MySQL, default values of the function are listed as follows:
 // e.g.