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We address the problem of developing discriminative, yet invariant, features for texture classification. Texture variations due to changes in scale are amongst the hardest to handle. One of the most successful methods of dealing with such variations is based on choosing interest points and selecting their characteristic scales [Lazebnik et al. PAMI 2005]. However, selecting a characteristic scale can be unstable for many textures. Furthermore, the reliance on an interest point detector and the inability to evaluate features densely can be serious limitations. Fractals present a mathematically well founded alternative to dealing with the problem of scale. However, they have not become popular as texture features due to their lack of discriminative power. This is primarily because: (a) fractal based classification methods have avoided statistical characterisations of textures (which is essential for accurate analysis) by using global features; and (b) fractal dimension features are unable to distinguish between key texture primitives such as edges, corners and uniform regions. In this paper, we overcome these drawbacks and develop local fractal features that are evaluated densely. The features are robust as they do not depend on choosing interest points or characteristic scales. Furthermore, it is shown that the local fractal dimension is invariant to local bi-Lipschitz transformations whereas its extension is able to correctly distinguish between fundamental texture primitives. Textures are characterised statistically by modelling the full joint PDF of these features. This allows us to develop a texture classification framework which is discriminative, robust and achieves state-of-the-art performance as compared to affine invariant and fractal based methods.