The Standard Model (SM) of particle physics fails to explain several observed phenomena and is incomplete. In order to resolve this problem, one may extend the SM by adding new particles. However,... Show moreThe Standard Model (SM) of particle physics fails to explain several observed phenomena and is incomplete. In order to resolve this problem, one may extend the SM by adding new particles. However, yet they have not been observed, and currently, the scientific community tries to find a signature that manifests the existence and properties of such particles. This thesis is devoted to exploring the parameter space of Feebly Interacting new physics Particles (FIPs) in a model-independent fashion using two complementary approaches. The first one is searching for FIPs at next-generation accelerator experiments called Intensity Frontier experiments. The second one is constraining the parameter space of FIPs by considering their possible impact on the observables coming from the Early Universe - Big Bang Nucleosynthesis and Cosmic Microwave Background, which are in good agreement with the predictions of the cosmological models with SM particles. They are, therefore, very sensitive to the possible existence of FIPs in the primordial plasma. As a result of the researches constituting this thesis, novel model-independent results, as well as constraints on particular models of FIPs such as Heavy Neutral Leptons, have been obtained in both of these areas. Show less