Neutrinos are among the most elusive particles in the Universe. At very high densities (> 10^{10} g/cm^3) and temperatures (> 1 MeV), when photons are completely trapped, neutrinos are copiously produced and they represent an efficient way to release energy out of the system. However, under these conditions, they can also be absorbed and scattered by matter, providing a powerful energy source for stellar explosions. In this talk, I will report on the role of neutrinos in the collapse of stellar iron cores (Core Collapse Supernovae) and in the merger of two neutron stars. In particular, I will present a new effective spherically symmetric model to trigger artificially stellar explosion, to study explosive nucleosynthesis in supernovae. I will also report about the first 3D simulations of the neutrino-driven wind that can occur in the aftermath of a neutron star binary merger. Implications in terms of nucleosynthesis yields, possible electromagnetic counterparts and constraints on the short GRB central engine will also be discussed.