We describe the design and performance of the near-infrared (1.51-1.70 μm), fiber-fed, multi-object (300 fibers), high resolution (R = λ/∆λ ∼ 22,500) spectrograph built for the Apache Point Observatory Galactic Evolution Experiment (APOGEE). APOGEE is a survey of ∼105 red giant stars that systematically sampled all Milky Way populations (bulge, disk, and halo) to study the Galaxy’s chemical and kinematical history. It was part of the Sloan Digital Sky Survey III (SDSS-III) from 2011 to 2014 using the 2.5 m Sloan Foundation Telescope at Apache Point Observatory, New Mexico. The APOGEE-2 survey is now using the spectrograph as part of SDSS-IV, as well as a second spectrograph, a close copy of the first, operating at the 2.5 m du Pont Telescope at Las Campanas Observatory in Chile. Although several fiber-fed, multi-object, high resolution spectrographs have been built for visual wavelength spectroscopy, the APOGEE spectrograph is one of the first such instruments built for observations in the near-infrared. The instrument’s successful development was enabled by several key innovations, including a “gang connector” to allow simultaneous connections of 300 fibers; hermetically sealed feedthroughs to allow fibers to pass through the cryostat wall continuously; the first cryogenically deployed mosaic volume phase holographic grating; and a large refractive camera that includes mono-crystalline silicon and fused silica elements with diameters as large as ∼400 mm. This paper contains a comprehensive description of all aspects of the instrument including the fiber system, optics and opto-mechanics, detector arrays, mechanics and cryogenics, instrument control, calibration system, optical performance and stability, lessons learned, and design changes for the second instrument.