Compact astrophysical objects in modified gravity

Twenty years have passed since the discovery of the accelerated expansion of the Universe, reviving the interest for alternative theories of gravity. Adding a scalar degree of freedom to the usual metric of general relativity is one of the simplest ways to modify our gravitational theory. In parallel, our knowledge about black holes and neutron stars is booming, notably thanks to the advent of gravitational wave astronomy. This thesis is at the crossroads between the two fields, investigating the properties of compact objects in extended scalar-tensor theories. We start by reviewing essential no-hair results established since the seventies. After discussing the no-hair theorem proposed for black holes in Horndeski theory, we present its extension to stars. The second part of the thesis investigates in detail the various ways to circumvent this theorem. These notably include solutions with a time-dependent scalar field in order to match cosmological evolution, but also static and asymptotically flat configurations. In a third part, we establish an important stability criterion for these solutions, based on their causal structure. It is also the occasion to study the propagation of gravitational waves in black hole environments, and to select the theories where gravitational waves travel at the same speed as light.