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Partial least squares (PLS) is a dimensionality reduction technique used as an alternative to ordinary least squares (OLS) in situations where the data is colinear or high dimensional. Both PLS and OLS provide mean based estimates, which are extremely sensitive to the presence of outliers or heavy tailed distributions. In contrast, quantile regression is an alternative to OLS that computes robust quantile based estimates. In this work, the multivariate PLS is extended to the quantile regression framework, obtaining a theoretical formulation of the problem and a robust dimensionality reduction technique that we call fast partial quantile regression (fPQR), that provides quantile based estimates. An efficient implementation of fPQR is also derived, and its performance is studied through simulation experiments and the chemometrics well known biscuit dough dataset, a real high dimensional example. • The fast partial quantile regression estimator extends PLS to quantile regression. • fPQR is a dimension reduction technique based on quantiles. • fPQR is computationally fast and straightforward. • fPQR is a robust estimator capable of dealing with heteroscedasticity and outliers. [ABSTRACT FROM AUTHOR]