The Fermi Gamma-ray Space Telescope was successfully launched on June 11, 2008 and has already opened a new era for gamma-ray astronomy. The Large Area Telescope (LAT), the main instrument on board Fermi, presents a significant improvement in sensitivity over its predecessor EGRET, due to its large field of view and effective area, combined with its excellent timing capabilities. The preliminary results of the Spectral Energy Distribution Analysis performed on a sample of bright blazars are presented. For this study, the data from the first three months of data collection of Fermi have been used. The analysis is extended down to radio, mm, near-IR, optical, UV and X-ray bands and up to TeV energies based on unprecedented sample of simultaneous multi-wavelength observations by GASP-WEBT.