In the era of big data, Data Science is transforming our world and touching our daily lives with its wide applications in healthcare, banking and finance, business, science, and education. It also lays down the foundation of the development of artificial intelligence. This Annual Review of Data Science brings together expert perspectives and reviews on data science advances and challenges. Diverse subjects are addressed including data management governance, data curation, quality assessment and sharing, data analysis, data communication, data visualization, data literacy and education. By drawing the genuine insights and views of a wide range of expertise, the Annual Review aims to promote international exchange of new knowledge and offer readers ideas and inspiration on the key technology underpinning the direction of research in Data Science and a look to future developments. The inaugural issue will encompass the following core topics of Data Science: