This paper introduces the virtual reference feedback tuning (VRFT) approach for controller tuning in a nonlinear setup. VRFT is a data-based method that permits to directly select the controller based on data, with no need for a model of the plant. It is based on a global model reference optimization procedure and, therefore, does not require to access the plant for experiments many times so as to estimate the control cost gradient. For this reason, it represents a very appealing controller design methodology for many control applications.