The first stage of the Fermilab Electron Cooling R&D program is now complete: a technology necessary to generate hundreds of milliamps of electron beam current at MeV energies has been demonstrated. Conceptual design studies show that with an electron beam current of 200 mA and with a cooling section of 20 m electron cooling in the 8.9 GeV/c Fermilab Recycler ring can provide antiproton stacking rates suitable for the Tevatron upgrades beyond Run II luminosity goals. A novel electron beam transport scheme with a weak magnetic field at the cathode and in the cooling section, and with discrete focusing elements in between will be used. A prototype of such an electron cooling system is now being built at Fermilab as part of the continuing R&D program. This paper describes the status of the electron cooling R&D program at Fermilab.