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The emergence of fractal features in the microscopic structure of space-time is a common theme in many approaches to quantum gravity. In particular the spectral dimension, which measures the return probability of a fictitious diffusion process on space-time, provides a valuable probe which is easily accessible both in the continuum functional renormalization group and discrete Monte Carlo simulations of the gravitational action. In this talk, I will give a detailed exposition of the fractal properties associated with the effective space-times of asymptotically safe Quantum Einstein Gravity (QEG). Comparing these continuum results to three-dimensional Monte Carlo simulations, we demonstrate that the resulting spectral dimensions are in very good agreement. This comparison also provides a natural explanation for the apparent conflicts between the short distance behavior of the spectral dimension reported from Causal Dynamical Triangulations (CDT), Euclidean Dynamical Triangulations (EDT), and Asymptotic Safety.