The Institute of Particle and Nuclear Studies in KEK (High Energy Accelerator Research Organization) has created a new research group for theoretical studies of high energy cosmophysics as the integrated field of astrophysics, gravitational physics and cosmology this year. The main mission of the group is to challenge fundamental unsolved problems in cosmophysics that can be solved only through interplays among fundamental physics, high energy physics and cosmophysics and eventually to make experimental and observational proposals for the discovery of novel aspects of Nature. This cosmophysics group held its inaugural conference in March 2008. The main purpose was to overview the present status and future prospects of high energy cosmophysics with both cosmophysicists and high energy experimentalists and to gain insights about what KEK can gain from and contribute to high energy cosmophysics.