A five-parameter continuous model, called the beta exponentiated Lomax distribution, is defined and studied. The model has as special sub-models some important lifetime distributions discussed in the literature, such as the logistic, Lomax, exponentiated Lomax, beta Lomax distributions, among several others. We derive the ordinary and incomplete moments, generating and quantile functions, mean deviations, Bonferroni, Lorenz and Zenga curves, mean residual life, mean waiting time and Rényi of entropy. The method of maximum likelihood is proposed for estimating the model parameters. We obtain the observed information matrix. Three real data sets demonstrate that the new distribution can provide a better fit than other classical lifetime models.