This book reviews the interconnection of cosmology and particle physics over the last decade. It provides introductory courses in supersymmetry, superstring and M-theory, responding to an increasing interest to evaluate the cosmological consequences of these theories. Based on a series of extended courses providing an introduction to the physics of the very early universe, in the light of the most recent advances in our understanding of the fundamental interactions, it reviews all the classical issues (inflation, primordial fluctuations, dark matter, baryogenesis), but also introduces the most recent ideas about what happened at the Big Bang, and before.