Nilsequences were introduced in ergodic theory a few years ago in order to describe higher order correlations. Since then, they have been used by Green and Tao inadditive combinatorics. In this talk, we first present some recent results in ergodic theory that can be proved using nilsequences. we then formulate some questions aimed to understand the role played by nilsequences in very different contexts. We believe that a better understanding of these objects in termes of harmonic analysis could lead to more applications