A modular skylight system comprises a continuous sill for supporting a lower edge of a plurality of panel frames, each pre-assembled and having a lower edge member interlocked on the sill. Each frame includes a pair of upwardly sloping side frame members adapted to be secured and interlocked to those of adjacent members and attached at their lower ends to the lower edge member. All of the frame members include an elongated glazing pocket for receiving an edge portion of a glazing panel and they also provide gutter structure for collecting liquid from the glazing panel and for carrying the liquid down to the sill for discharge therefrom.