An exon is the region of a gene that contains the code
for producing the gene's protein. In other
words, an exon is a section of DNA that is both translated and transcribed into a protein. Each exon codes for a specific portion of the complete protein.
In some species (including humans), a gene's exons are separated by long
regions of DNA called introns, or "junk DNA,"
that have no apparent function.
Source: National Human
Genome Research Institute