In the framework of the hierarchical model of galaxy formation, small primordial density fluctuations observed on the cosmological microwave background are amplified by gravitational instability leading to the formation of larger and larger halos. The gas collapses and cools in these dark matter potential wells and forms cold centrifugally supported gas discs. These discs are converted into stellar discs that is to say galaxies. The problem in this scenario is the so-called ``overcooling problem'': the resulting amount of stars is greater than the observed one by a factor of four.I have therefore studied the evolution of baryons (hydrogen and helium gas) in the Universe using high resolution hydrodynamical simulations. Based on these results, I have developed a simple analytical model for computing the baryons mass fraction in each of the following phases: stars, cold gas in galactic discs, hot gas in clusters and diffuse gas in the intergalactic medium. The comparison of model results to observations shows us that cosmology controls the cosmic history of star formation. The important cosmological role of galactic winds is also shed to light. They eject the cold gas from discs to hot halos, overcoming the overcooling problem. Finally, I have studied the implication of baryon physics onto the diffuse gamma-ray background from light dark matter particles.
