An advice column is a column in a question and answer format. Typically, a (usually anonymous) reader writes to the media outlet with a problem in the form of a question, and the media outlet provides an answer or response.

The responses are written by an advice columnist (colloquially known in British English as an agony aunt, or agony uncle if the columnist is male). An advice columnist is someone who gives advice to people who send in problems to the media outlet. The image presented was originally of an older woman dispensing comforting advice and maternal wisdom, hence the name "aunt". Sometimes the author is in fact a composite or a team: Marjorie Proops's name appeared (with photo) long after she retired. The nominal writer may be a pseudonym, or in effect a brand name; the accompanying picture may bear little resemblance to the actual author.

The Athenian Mercury contained the first known advice column in 1690. Traditionally presented in a magazine or newspaper, an advice column can also be delivered through other news media, such as the internet and broadcast news media.

The original advice columns of The Athenian Mercury covered a wide scope of information, answering questions on subjects such as science, history, and politics. John Dunton, the bookseller who established The Athenian Mercury, enlisted experts in different fields to assist with the answers. As more people read the columns, questions on relationships increased.

In 1704, Daniel Defoe began a public affairs journal, A Review of the Affairs of France. He used the name of a fictional society, the "Scandalous Club", as the "author" of a lighter section of the Review, and soon readers were sending 40–50 letters a week asking for advice from the Scandalous Club. At one point, Defoe complained of a backlog of 300 unanswered questions. Eventually, he spun off the letters-and-answers into a separate paper called the Little Review.

A few years after the Little Review ended, The British Apollo newspaper provided advice to readers' questions in London. These have been compiled and published as The British Apollo: containing two thousand answers to curious questions in most arts and sciences, serious, comical, and humorous, approved of by many of the most learned and ingenious of both universities, and of the Royal-Society.

Della Manley, the first recorded woman editor in Britain, began a gossip sheet in 1709, the Female Tattler, which included advice to readers, making her the first Agony Aunt. Her advice column approach was soon mimicked in the Female Spectator, a women's magazine launched by Eliza Haywood.

As Silence Dogood and other characters, Benjamin Franklin offered advice in the New England Courant and later in the Pennsylvania Gazette. The popular columnist Dorothy Dix began her column in 1896. Marie Manning started "Dear Beatrice Fairfax" in 1898. In 1902, George V. Hobart wrote a humorous advice column, "Dinkelspiel Answers Some Letters", in the San Francisco Examiner. In 1906, a column called "A Bintel Brief" ran in the Jewish Daily Forward in New York, which answered questions from new immigrants. From 1941 to her death in 1962, Eleanor Roosevelt wrote an advice column, If You Ask Me, first published in Ladies Home Journal and then later in McCall's. A selection of her columns was compiled in the book If You Ask Me: Essential Advice from Eleanor Roosevelt in 2018.