Abstract : Many of the astrophysical sources and violent phenomena observed in our Universe are potential emitters of gravitational waves (GW) and high-energy neutrinos (HEN). Both GWs and HENs may escape very dense media and travel unaffected over cosmological distances, carrying information from the innermost regions of the astrophysical engines. Such messengers could also reveal new, hidden sources that have not been observed by conventional photon-based astronomy. Coincident observation of GWs and HENs may thus play a critical role in multimessenger astronomy. This is particularly true at the present time owing to the advent of a new generation of dedicated detectors: IceCube, ANTARES, VIRGO and LIGO. Given the complexity of the instruments, a successful joint analysis of this data set will be possible only if the expertise and knowledge of the data is shared between the two communities. This review aims at providing an overview of both theoretical and experimental state-of-the-art and perspectives for such a GW+HEN multimessenger astronomy.