A review of the current knowledge of physical properties and chemical composition of meteoroids entering the Earth's atmosphere is presented. Meteoroid penetration ability, ablation coefficients, beginning heights, light curves, fragmentation, and spectra are considered. The inferred bulk densities, mechanical strengths, rotation, and atomic elemental abundances are discussed. Cometary meteoroids are effectively grain aggregates with low bulk density (100–1000 kg m$^{-3}$), high porosity and low cohesivity. A volatile matrix holding the grains together may be present. Presence of large amounts of organic material is not firmly established. Small chunks ($\sim $mm) of denser material are sometimes contained in cometary meteoroids. Chemically, cometary grains are similar to CI chondrites but there is a hint of enhancement of Na, Si, and Mg and depletion of Fe, Cr, and Mg. Larger chemical diversity is observed among small meteoroids on cometary orbits not belonging to meteoroid streams. The relatively frequent Na-free meteoroids are probably fragments of cometary irradiation crust. Asteroidal meteoroids exhibit much lower mechanical strengths than stony meteorites, clearly due to the presence of large scale cracks. Iron meteoroids dominate among asteroidal meteoroids smaller than 1 cm.