Geometrical notions and methods play an important role in both classical and quantum field theory, and a connection is a deep structure which apparently underlies the gauge-theoretical models. This collection of basic mathematical facts about various types of connections provides a detailed description of the relevant physical applications. It discusses the modern issues concerning the gauge theories of fundamental interactions. This text presents several levels of complexity, from the elementary to the advanced, and provides a considerable number of exercises. The authors have tried to give all the necessary mathematical background, thus making the book self-contained. This book should be useful to graduate students, physicists and mathematicians who are interested in the issue of deep interrelations between theoretical physics and geometry.