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 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 detectors 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.