ANTARES is currently the largest neutrino telescope operating in the Northern Hemisphere, aiming at the detection of high-energy neutrinos from astrophysical sources. Such observations would provide important clues about the processes at work in those sources, and possibly help solve the puzzle of ultra-high energy cosmic rays. In this context, The ANTARES Collaboration is developing several programs to improve its capabilities of revealing possible spatial and/or temporal correlations of neutrinos with other cosmic messengers: photons, cosmic rays and gravitational waves