Space weather has become a mature discipline for the Earth space environment. With increasing efforts in space exploration, it is becoming more and more necessary to understand the space environments of bodies other than Earth. This is the background for an emerging aspect of the space weather discipline: planetary space weather. In this article, we explore what characterizes planetary space weather, using some examples throughout the solar system. We consider energy sources and timescales, the characteristics of solar system objects and interaction processes. We discuss several developments of space weather interactions including the effects on planetary radiation belts, atmospheric escape, habitability and effects on space systems. We discuss future considerations and conclude that planetary space weather will be of increasing importance for future planetary missions.