During the last three decades supersymmetry has grown into one of the busiest theoretical avenues of particle physics. Supersymmetric ideas dominate the scenario of "beyond the standard model phenomenology", in spite of the thirty-year-old experimental opacity, a situation that could change within the following decade. One additional important reason for the good health of supersymmetry must be found in the most speculative areas of particle physics. Much of its success comes from superstring theory.The Advanced School on Supersymmetry in the Theories of Fields, Strings and Branes attempted to provide an up-to-date perspective of the role played by supersymmetry in these subjects. The lectures dealt with most of the main theoretical developments of the nineties, from the exact solutions of the Seiberg-Witten type to the physics of D-branes and their impact on the physics of black holes and string phenomenology. Many of these results are contrasted with the recent results on the holographic duality between string theories in anti-de Sitter spaces and certain large N conformal gauge theories, the so-called "Maldacena conjecture", or "AdS/CFT correspondence". The lecture notes contained in this volume are the result of the effort made by the lecturers to introduce the reader to these topics, assuming a basic knowledge of supersymmetry, quantum field theory and string theory.