We present a mathematically rigorous justification of the Local Density Approximation in density functional theory. We provide a quantitative estimate on the difference between the grand-canonical Levy-Lieb energy of a given density (the lowest possible energy of all quantum states having this density) and the integral over the Uniform Electron Gas energy of this density. The error involves gradient terms and justifies the use of the Local Density Approximation in situations where the density is very flat on sufficiently large regions in space. (Joint work with Mathieu Lewin and Elliott Lieb)[-]