The key goal of this research lies in presenting the basic terminology and structure of the phenomenon of data diplomacy, as well as in forming the methodological framework based on the empirical manifestations of data diplomacy in the modern context. The subject of this article is the examination of the three semantic concepts of data diplomacy: “data in diplomacy”, “diplomacy for data”, and “data for diplomacy”, as well as the possibilities of their intersection and interaction for achieving political goals. Using the Russian and international political examples, the author describes the manifestations of these concepts in diplomatic practice. The relevance of data diplomacy emerges due to the ongoing technological changes, which provide new instruments and capabilities for traditional diplomacy. The existing gap between the emergence of new technological instruments, namely those related to big data, and their implementation in the traditional diplomacy of any country, requires deliberate attention and development of methodology that allows determining the key trends in transition from traditional diplomacy to data diplomacy. The main results of the conducted research consists in the formation of a framework for studying data diplomacy, as well as outlining the key legal, ethical, and technological challenges and problems of using big data and their impact upon the role and work of a diplomat, as well as interaction of various actors in the international relations. This brings novelty into the Russian scope of works on digital diplomacy, since the aforementioned framework of data and definition of the key challenges based on it have not been previously reflected in the Russian research.