This book gives an introduction to supersymmetric quantum mechanics and a comprehensive review of its applications in quantum and statistical physics. The classical version and the quantum version of Witten's model are studied in detail. Exact spectral properties of the model for the so-called shape invariant potentials are discussed. The quasi-classical quantization rules are derived. The topics covered also include the supersymmetric structure of a classical stochastic dynamical system obeying the Langevin or the Fokker-Planck equation, Pauli's Hamiltonian and its application to the paragmagnetism of a non-interacting electron gas in two and three dimensions, supersymmetry of Dirac's Hamiltonian, and others. The book addresses graduate students as well as scientists.