Summary: We apply the “fused lasso” regression method to the problem of “hot-spot detection”, in particular, detection of regions of gain or loss in comparative genomic hybridization (CGH) data. The fused lasso criterion leads to a convex optimization problem, and we provide a fast algorithm for its solution. Estimates of false-discovery rate are also provided. Our studies show that the new method generally outperforms competing methods for calling gains and losses in CGH data.