Term used to describe a number of clay minerals which were are used for pigments -- they are amongst the earliest known pigments used by humans. The earliest evidence for this comes from the Blombos Cave in South Africa, where pieces of ochre engraved with an abstract design were discovered in 2009 (particularly piece known as M1-61). This discovery has been touted as the world's earliest example of human produced art.
It is also considered the earliest occurrence of chemistry: different pigments could be obtained by roasting the mineral and by grinding to different particle sizes.
Ochre occurs naturally as a form of hydrated iron oxide, commonly as some form of ferruginous sedimentary rock.
1 C. S. Henshilwood, F. d’Errico, and I. Watts, 'Engraved ochres from the Middle Stone Age levels at Blombos Cave, South Africa'. Journal of Human Evolution, Vol. 57, pp27-47 , © 2009, (DOI: 10.1126/science.1211535).