Our aim in this article is to contribute to the theory of Lipschitz free p-spaces for 0 < p ≤ 1 over the Euclidean spaces R d and Z d . To that end, on one hand we show that F p (R d ) admits a Schauder basis for every p ∈ (0, 1], thus generalizing the corresponding result for the case p = 1 by Hájek and Pernecká [19, Theorem 3.1] and answering in the positive a question that was raised in [6]. Explicit formulas for the bases of both F p (R d ) and its isomorphic space F p ([0, 1] d ) are given. On the other hand we show that the well-known fact that F (Z) is isomorphic to ℓ 1 does not extend to the case when p < 1, that is, F p (Z) is not isomorphic to ℓ p when 0 < p < 1.2010 Mathematics Subject Classification. 46B20;46B03;46B07;46A35;46A16.