Deep Research is an agent from OpenAI designed for longer research tasks. Instead of giving a quick chat reply, it works through a question in several steps and pulls its findings together into a fuller written answer.
It is useful when you need a structured overview of a topic, such as background for a report, a market question or a literature summary, and would otherwise spend hours gathering material yourself. It is part of OpenAI's paid offering, so you will need a suitable subscription to use it.