We consider QCD radiative corrections to W + W − production at the LHC and present the first fully differential predictions for this process at next-to-next-to-leading order (NNLO) in perturbation theory. Our computation consistently includes the leptonic decays of the W bosons, taking into account spin correlations, off-shell effects and nonresonant contributions. Detailed predictions are presented for the different-flavour channel pp → µ + e − ν µνe + X at √ s = 8 and 13 TeV. In particular, we discuss fiducial cross sections and distributions in the presence of standard selection cuts used in experimental W + W − and H → W + W − analyses at the LHC. The inclusive W + W − cross section receives large NNLO corrections, and, due to the presence of a jet veto, typical fiducial cuts have a sizeable influence on the behaviour of the perturbative expansion. The availability of differential NNLO predictions, both for inclusive and fiducial observables, will play an important role in the rich physics programme that is based on precision studies of W + W − signatures at the LHC.