diff --git a/Maths/MeanSquareError.js b/Maths/MeanSquareError.js
new file mode 100644
index 0000000000..de9dcfd7f0
--- /dev/null
+++ b/Maths/MeanSquareError.js
@@ -0,0 +1,26 @@
+// Wikipedia: https://en.wikipedia.org/wiki/Mean_squared_error
+
+const meanSquaredError = (predicted, expected) => {
+  if (!Array.isArray(predicted) || !Array.isArray(expected)) {
+    throw new TypeError('Argument must be an Array')
+  }
+
+  if (predicted.length !== expected.length) {
+    throw new TypeError('The two lists must be of equal length')
+  }
+
+  let err = 0
+
+  for (let i = 0; i < expected.length; i++) {
+    err += (expected[i] - predicted[i]) ** 2
+  }
+
+  return err / expected.length
+}
+
+// testing
+(() => {
+  console.log(meanSquaredError([1, 2, 3, 4], [1, 2, 3, 4]) === 0)
+  console.log(meanSquaredError([4, 3, 2, 1], [1, 2, 3, 4]) === 5)
+  console.log(meanSquaredError([2, 0, 2, 0], [0, 0, 0, 0]) === 3)
+})()