Rossby waves are a pervasive feature of the large-scale motions of the Earth’s atmosphere and oceans. These waves (also known as planetary waves and r-modes) also play an important role in the large-scale dynamics of different astrophysical objects such as the solar atmosphere and interior, astrophysical discs, rapidly rotating stars, planetary and exoplanetary atmospheres. This paper provides a review of theoretical and observational aspects of Rossby waves on different spatial and temporal scales in various astrophysical settings. The physical role played by Rossby-type waves and associated instabilities is discussed in the context of solar and stellar magnetic activity, angular momentum transport in astrophysical discs, planet formation, and other astrophysical processes. Possible directions of future research in theoretical and observational aspects of astrophysical Rossby waves are outlined.