The Renormalisation Group (RG), as conceived by Wilson in the seventies, has been pivotal in understanding critical phenomena at equilibrium. Although it was intimately linked with perturbation theory (the ε expansion) at its origin, it has deeply evolved since then into a modern formulation which allows for both functional and non-perturbative implementations of the RG procedure. In these lectures, we will introduce the formalism of the Functional Renormalisation Group, and then illustrate its use on simple equilibrium models, such as the Ising and O(N) models. We will then discuss applications to non-equilibrium critical phenomena, such as the kinetic roughening of stochastically growing interfaces or fully developed turbulence.