The Ulysses spacecraft, launched in October 1990, orbits the Sun on a polar trajectory. The spacecraft is equipped with a highly sensitive impact- ionization dust detector which can in situ measure cosmic dust grains in the mass range 10^-9 to 10^-19 kg. With the Ulysses dust detector dust streams originating from Jupiters volcanically active moon Io have been discovered as well as interstellar dust particles sweeping through the solar system. The distribution of interplanetary dust grains has been measured at high ecliptic latitudes with Ulysses for the first time. The Ulysses measurements of interplanetary dust, dust grains interacting electromagnetically with the magnetosphere of Jupiter and measurements of interstellar dust in the solar system are reviewed.