We introduce the Gaussian part of a compact quantum group G, namely the largest quantum subgroup of G supporting all the Gaussian functionals of G. We prove that the Gaussian part is always contained in the Kac part, and characterise Gaussian parts of classical compact groups, duals of classical discrete groups and q-deformations of compact Lie groups. The notion turns out to be related to a new concept of "strong connectedness" and we exhibit several examples of both strongly connected and totally strongly disconnected compact quantum groups.2010 Mathematics Subject Classification. 16T05; 20G42. Key words and phrases. Compact quantum groups; Gaussian generating functionals; Hopf ˚-algebras. U.F. and A.F. were partially supported by the ANR grant "Noncommutative analysis on groups and quantum groups" (ANR-19-CE40-0002). A.F. was also partially supported by the ANR grant "Operator algebras and dynamics on groups" (ANR-19-CE40-0008). A.S. was partially supported by the National Science Center (NCN) grant no. 2020/39/I/ST1/01566.We thank Jacek Krajczok for useful comments.