International audienceWith any max-stable random process $\eta$ on $\mathcal{X}=\mathbb{Z}^d$ or $\mathbb{R}^d$, we associate a random tessellation of the parameter space $\mathcal{X}$. The construction relies on the Poisson point process representation of the max-stable process $\eta$ which is seen as the pointwise maximum of a random collection of functions $\Phi=\{\phi_i, i\geq 1\}$. The tessellation is constructed as follows: two points $x,y\in \mathcal{X}$ are in the same cell if and only if there exists a function $\phi\in\Phi$ that realizes the maximum $\eta$ at both points $x$ and $y$, i.e. $\phi(x)=\eta(x)$ and $\phi(y)=\eta(y)$. We characterize the distribution of cells in terms of coverage and inclusion probabilities. Most intere...