We introduce a family of states, the fermionic projected entangled pair states (fPEPS), which describe fermionic systems on lattices in arbitrary spatial dimensions. It constitutes the natural extension of another family of states, the PEPS, which efficiently approximate ground and thermal states of spin systems with short-range interactions. We give an explicit mapping between those families, which allows us to extend previous simulation methods to fermionic systems. We also show that fPEPS naturally arise as exact ground states of certain fermionic Hamiltonians. We give an example of such a Hamiltonian, exhibiting criticality while obeying an area law.