The aim of this work is the joint detection of gravitational waves and high energy neutrinos in a multi-messengers context. The neutrino and gravitational waves astronomies are still in the phase of development, but they are expected to play a fundamental role in the future. In fact, these messengers can travel big distances because of their weak interaction with matter (contrary to photons that at high energy are rapidly absorbed) without being affected by magnetic fields (contrary to charged cosmic rays). They can also escape dense media and provide informations on the processes taking place in the heart of astrophysics sources. Particularly, GW+HEN multi-messenger astronomy may open a new observational window on the Universe. ANTARES collaboration has built a telescope of area 0.1 km² in the Mediterranean Sea for the detection of high energy neutrinos. This is the most sensitive telescope for the observed part of the sky. LIGO and VIRGO interferometers are ground-based detector for direct observation of gravitational waves, instaled in Europe and the USA respectively. Instruments ANTARES, VIRGO and LIGO offer unrivaled sensitivity in the area of joint observation. The first chapter of this thesis introduces the theoretical motivations for GW+HEN search by developing different emission scenarios. The second and third chapters we give an overview of the experiments and review the data analysis tools. The fourth and fifth chapters of this work present the results of the analysis of the combined data from ANTARES, VIRGO and LIGO taken separately in 2007 and 2009-2010.
