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This article presents the synergistic and complementary features of big data and 5G wireless networks. An overview of their interplay is provided first, including big-data-driven networking and big data assisted networking. The former exploits heterogeneous resources such as communication, caching, and computing in 5G wireless networks to support big data applications and services, by catering for big data's features such as volume, velocity, and variety. The latter leverages big data techniques to collect wireless big data and extract in-depth knowledge regarding the networks and users to improve network planning and operation. To further illustrate the mutual benefits, two case studies on network aided data acquisition and big data assisted edge content caching are provided. Finally, some interesting open research issues are discussed.