Definition
In a client-server model, the client is the side that initiates the connection. A VPN client is the application installed on a laptop, phone, router, or server that handles authentication, key exchange, encryption, and routing of traffic into the tunnel. Clients can be official applications provided by a VPN service, open-source clients like the OpenVPN community client or wg-quick, or built-in operating system clients like Windows' native IKEv2 support.
Native vs Third-Party Clients
Most commercial VPN providers ship custom clients with extra features beyond the protocol itself: a kill switch, split tunneling, server selection by region or use case, automatic reconnection, ad and tracker blocking, and account management. The trade-off is opacity: a closed-source client is harder to audit. Privacy-focused users sometimes prefer to use the underlying open-source protocol clients (OpenVPN, WireGuard) configured manually with the provider's profiles, accepting fewer features in exchange for full transparency.
Headless and Embedded Clients
Beyond consumer devices, VPN clients run on routers (so an entire household routes through the VPN), on NAS devices, on Raspberry Pis, on container orchestration platforms, and on commercial-grade gateways. Most of these are command-line or configuration-file driven rather than graphical.
In Practice
A good client does more than connect. Look for a kill switch, DNS leak protection, automatic reconnection and the option to start on boot. Official apps from the provider usually handle these settings for you; third-party clients such as the WireGuard or OpenVPN apps work too, but you then manage the configuration files and leak settings yourself.