Warm Dense Matter (WDM) is characterized by temperatures near the Fermi one and densities close to the solid. Experimental studies of WDM eventually out of electron-ion equilibrium are presented in this thesis with the help of time-resolved X-ray Absorption Near Edge Spectroscopy(XANES).We have developed a time-resolved XANES set-up, based on a two-Bragg-crystals spectrometer, allowing to record in one hand the X-ray source emitted signal, and in the other hand the transmitted one through a thin aluminum sample. The absolute absorption of the sample is measured comparing these two signals. The aluminum sample is heated by an ultrafast laser beam in order to reach the required thermodynamical conditions. Note that the energy is deposited on the electrons, whereas the ions keep cold during the interaction. The thermal equilibration follows with an expected picosecond time scale. We performed a first experiment with the aim of studying the phase transitions undergone by a 100 nm depth aluminum foil, heated with a 120fs laser with a high fluence (6 J/cm²). The solid-liquid transition occurs on a time-scale shorter than the experimental resolution (about 3 ps). Le liquid-vapor transition occurs after about 20 ps, consistent with hydrodynamical simulations. In order to study more precisely the solid-liquid transition, we performed a second experiment with the same set-up but lower laser fluences (< 1 J/cm²). The aluminum foil stays in a locally-structured state even after long delays. The dynamics of the ionic temperature increase can be followed watching the progressive lessening of XANES modulations, corresponding to a partial decrease of the local order. Then one can reach the thermal electron-ion equilibration dynamics. The comparison of experimental data with hydrodynamics and quantum molecular dynamics simulations have revealed the relevance of XANES measurements in order to follow the ionic temperature during and above melting. The precision of the measurements allow to notice a significantly longer equilibration time-scale than expected, questioning the electron-ion collision rate determination in the warm dense regime. The same diagnostic has been operated during two experiments in order to study laser-shock compressed silica up to densities doubling the solid one. We have been able to follow the evolution of the electronic and ionic structures of silica. In order to reach a shorter time resolution, we performed experiments with two other X-ray sources : betatron and a X-ray free electron laser. The feasibility of femtosecond time-resolved XANES experiments have been demonstrated.