The Historical Index of Ethnic Fractionalization (HIEF) dataset contains an ethnic fractionalization index for 165 countries across all continents. The dataset covers annually the period 1945-2013. The ethnic fractionalization index corresponds to the probability that two randomly drawn individuals within a country are not from the same ethnic group. The new dataset is a natural extension of previous ethnic fractionalization indices and it allows its users to compare developments in ethnic fractionalization over time. The applications of HIEF pertain to the pattern of ethnic diversity across countries and over time.