In this thesis we study the astrophysical implication of self-interacting dark matter. Observations on different scales suggest the existence of an additional form of matter which interacts gravitationally. This dark matter is assumed to be cold and collisionless in the standard model of cosmology. Discrepancies between observations and predictions of the $\Lambda$CDM model on cosmologically small scales motivate us to think beyond the assumptions of the model.Relaxing the assumption on the collisionality of dark matter leads to the idea of self-interacting dark matter, which may be able to resolve the small-scale issues. Studying astrophysical observables is a very promising avenue to understand the nature and the interactions of dark matt...