Relativistic kinetic theory has widespread application in astrophysics and cosmology. The interest has grown in recent years as experimentalists are now able to make reliable measurements on physical systems where relativistic effects are no longer negligible. This ambitious monograph is divided into three parts. It presents the basic ideas and concepts of this theory, equations and methods, including derivation of kinetic equations from the relativistic BBGKY hierarchy and discussion of the relation between kinetic and hydrodynamic levels of description. The second part introduces elements of computational physics with special emphasis on numerical integration of Boltzmann equations and related approaches, as well as multi-component hydrodynamics. The third part presents an overview of applications ranging from covariant theory of plasma response, thermalization of relativistic plasma, comptonization in static and moving media to kinetics of self-gravitating systems, cosmological structure formation and neutrino emission during the gravitational collapse.