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The purpose of the paper under review is to define a coarse proximity structure, which means a large-scale analog of small-scale proximity, and to study its fundamental properties.  First, the notion of coarse proximity is defined for metric spaces. It is a relation on the power set of a metric space \\(X\\) that captures the closeness at infinity. Then, the notion of coarse proximity relation \\({\\mathbf b}\\) is defined for any sets \\(X\\) with bornologies \\({\\mathcal B}\\) (a notion of a subset being bounded). A triple \\((X, {\\mathcal B}, {\\mathbf b})\\) of a set \\(X\\), bornology \\({\\mathcal B}\\) and coarse proximity relation \\({\\mathbf b}\\) is called a coarse proximity space.  The notion of coarse neighborhood in a coarse proximity space \\((X, {\\mathcal B}, {\\mathbf b})\\) is introduced, and its basic properties are obtained. For metric spaces, this notion coincides with the notion of asymptotic neighborhood in the sense of \\textit{G. Bell} and \\textit{A. Dranishnikov} [Topology Appl. 155, No. 12, 1265--1296 (2008; Zbl 1149.54017)].  An equivalence relation \\(\\phi\\) on the power set of a set \\(X\\), called weak asymptotic resemblance, is defined. Each coarse proximity space \\((X, {\\mathcal B}, {\\mathbf b})\\) induces a weak asymptotic resemblance. In the case of metric spaces, it is shown that two sets are \\(\\phi\\)-related if and only if they have finite Hausdorff distance, and weak asymptotic resemblance coincides with asymptotic resemblance in the sense of \\textit{Sh. Kalantari} and \\textit{B. Honari} [Rocky Mt. J. Math. 46, No. 4, 1231--1262 (2016; Zbl 1355.53019)]. The notion of coarse proximity map between coarse proximity spaces is defined, and it is shown that coarse proximity spaces and closeness classes form a category, where closeness between coarse proximity maps is defined in terms of the induced weak asymptotic resemblance.  Finally, for each metric space \\((X, d)\\), a proximity relation \\(\\delta\\) is defined on the hyperspace at infinity \\({\\mathcal H}_\\infty(X)\\) of \\(X\\), which is defined as the set of all unbounded sets. This induces a proximity \\({\\boldsymbol \\delta}\\) on the set \\({\\mathbf B}X\\) of all \\(\\phi\\)-equivalence classes on \\({\\mathcal H}_\\infty(X)\\), where \\(\\phi\\) is the weak asymptotic resemblance induced by the coarse proximity induced by \\(d\\). The proximity space \\(({\\mathbf B}X, {\\boldsymbol \\delta})\\) is called the proximity space at infinity. 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