This thesis is a collection of essays on spherical wavelets and their applications on statistical models. In particular, its aim is to investigate a form of second generation wavelets on the sphere called needlets, and their statistical applications to the analysis of isotropic spherical random fields. These methods are strongly motivated by many applications, especially from Cosmology and Astrophysics; in particular, the analysis of so-called Cosmic Microwave Background (CMB) radiation. Chapter 1 is to introduce the physical background and motivations of this thesis. We will emphasize on the nature of CMB, and the statistical challenges in this field. The concept of needlet is introduced in Chapter 2. This chapter is also preliminary to al...