Linearly polarized radiation in the hard X‐ray/soft gamma‐ray band is expected from a large variety of astronomical sources. We discuss the importance of polarimetric studies for several classes of sources‐pulsars, accreting black holes, magnetic neutron stars and jets from active galaxies‐and then describe PoGOLite, a balloon‐borne instrument which is currently under construction and will be able to measure the polarization of electromagnetic radiation from such extra‐solar objects in the energy range 25–80 keV.