This paper presents models for both the continuous‐time and discrete‐time directed complex dynamical networks (CDNs) with random packet loss, respectively. The packet loss may take place in the communication between every two neighbor nodes. The exponential mean‐square stability and the exponential mean‐square synchronization for both the continuous‐time and discrete‐time CDNs with random packet loss are investigated, respectively, by defining the packet loss probability matrix. In addition, two special cases, the CDN with synchronous packet loss and the CDN with node‐dependent packet loss, are discussed. Numerical examples are provided for illustrations. Copyright © 2012 John Wiley & Sons, Ltd.