The detection of more than 4000 exoplanets, most of them having no equivalent in the Solar Systems, stimulates numerous fields of research in order to better understand the structure, the formation, the evolution and the habitability of these new worlds. In order to build realistic models, astrophysicists are in need for the physical properties (equations of state, phase diagrams, transport properties,…) of various materials on a wide range of thermodynamic conditions. In this regard, ab initio numerical simulations have proven to be a wonderful tool to accurately characterize the properties of matter under extreme conditions. These advances lead to paradigm shifts regarding the structure of planets, such as Jupiter’s core erosion for instance or the origin of Super-Earth magnetic field. In this presentation, I will show on a few examples how the concurrent use of ab initio simulations and laser experiments can help to better comprehend exoplanets as well as to provide constraints on the selection of priority targets for followup observations.