This study proposes a new family of continuous distributions, called the Gudermannian generated family of distribu-
tions, based on the Gudermannian function. The statistical properties, including moments, incomplete moments and
generating functions, are studied in detail. Simulation studies are performed to discuss and evaluate the maximum
likelihood estimations of the model parameters. The regression model of the proposed family considering the heteros-
cedastic structure of the scale parameter is defned. Three applications on real data sets are implemented to convince
the readers in favour of the proposed models.