In this paper we define and study the classical Uniform Electron Gas (UEG), a system of infinitely many electrons whose density is constant everywhere in space. The UEG is defined differently from Jellium, which has a positive constant background but no constraint on the density. We prove that the UEG arises in Density Functional Theory in the limit of a slowly varying density, minimizing the indirect Coulomb energy. We also construct the quantum UEG and compare it to the classical UEG at low density.