The purpose of this lecture is to provide an overview of the analyses currently pursued by the Tevatron collaborations in the search for processes beyond the Standard Model. The focus has been put on Supersymmetry and - wherever possible - a pedagogical approach has been followed in presenting the analyses. For each considered process, except for combined results, only one analysis - either by CDF or DO - has been discussed. The lecture has been divided in three main sections: phenomenology of the Higgs sector of the Minimal Supersymmetric Standard Model and Supersymmetry with conserved and violated R-parity. The layouts of the Fermilab accelerator complex and of the two Tevatron detectors are not discussed in the following; appropriate descriptions can be found in the references [1, 2, 3].