We exploit gauge theory/string theory correspondence to study quantum quenches in strongly coupled gauge theory plasma. Specifically, we consider the response of a thermal equilibrium state of the theory under variations of the coupling of a relevant operator. We discuss the transition from the ``adiabatic'' regime (quenches slow on a thermal time-scale) to ``abrupt'' changes (quenches fast on a thermal time-scale). We comment on relaxation mechanisms and rates for non-equilibrium states produced by a quench. We emphasize the ambiguities in definition of gauge-invariant operators in the theory off the equilibrium, and propose the renormalization scheme-independent definition of some of these operators.