In this lecture I propose a little tour of thermal convection and its applications in astrophysics. The first part of the lecture is devoted to a qualitative introduction to the convective instability using the Schwarzschild criterion; then, concentrating on the equations governing the fluid motions, I introduce the Boussinesq and anelastic approximations which are so often used in these problems. The following part focuses on the Rayleigh-Bénard model which is worked out in detail up to the Landau equation and the Lorenz strange attractor. Finally, I briefly sketch out some results on turbulent convection and end the lecture with the case of stellar convection.