We propose a 3D volume-to-volume Generative Adversarial Network (GAN) for segmentation of brain tumours. The proposed model, called Vox2Vox, generates segmentations from multi-channel 3D MR images. The best results are obtained when the generator loss (a 3D U-Net) is weighted 5 times higher compared to the discriminator loss (a 3D GAN). For the BraTS 2018 training set we obtain (after ensembling 5 models) the following dice scores and Hausdorff 95 percentile distances: 90.66%, 82.54%, 78.71%, and 4.04 mm, 6.07 mm, 5.00 mm, for whole tumour, core tumour and enhancing tumour respectively. The proposed model is shown to compare favorably to the winners of the BraTS 2018 challenge, but a direct comparison is not possible.