Cross-Origin Resource Sharing (CORS) allows a Web API to be accessed by client applications from different origins. In ASP.NET Core Web API, you can implement CORS by using the Microsoft.AspNetCore.Cors package. By configuring CORS policies in the ConfigureServices method of the Startup class, you can specify the allowed origins, HTTP methods, headers, and other settings. CORS policies can be applied globally or selectively to specific controllers or actions using attributes. Implementing CORS ensures that client applications running on different domains can securely access and consume your Web API.