In recent years, the cross-section between fundamental physics, astrophysics and cosmology has been increasing, both at the theoretical and experimental levels: particle physics experiments, astronomical observations, space satellite data. Such interplay influenced research activity setting up astrofundamental physics. This text covers both theory and observations, allowing for different approaches and different lines of research. Topics included are: dark matter, neutrinos in astrophysics, gamma-ray astrophysics, and a section devoted to gravity, cosmology and strings. Each of these topics has matter enough to constitute a course on its own. The interrelation between these topics is important and a source of problems at the frontiers of present knowledge and experimental limits. Latest available data are constraining theory and models in these topics. These lecture notes provide an occasion to review achievements, to confront theory and models with observations and among themselves, to exchange information on the latest developments and to discuss future prospects.