The topic of the CVIII session of the Ecole de Physique des Houches, held in July 2017, was Effective Field Theory in Particle Physics and Cosmology. Effective Field Theory (EFT) is a general method for describing quantum systems with multiple length scales in a tractable fashion. It allows to perform precise calculations in established models (such as the Standard Models of particle physics and cosmology), as well as to concisely parametrise possible effects from physics beyond the Standard Models. The goal of this school was to offer a broad introduction to the foundations and modern applications of Effective Field Theory in many of its incarnations. This is all the more important as there are preciously few textbooks covering the subject, none of them in a complete way. In this book, the lecturers present the concepts in a pedagogical way so that readers can adapt some of the latest developments to their own problems. The chapters cover almost all the lectures given at the school and will serve as an introduction to the topic and as a reference manual to students and researchers.