Cosmology, carrying imprints from the entire history of the universe, has emerged as a precise observational science over the past 30 years. It can probe physics beyond the Standard Model at energy scales much higher than the weak scale. This thesis reports on some important probes of beyond standard model physics derived in a cosmological setting - (I) It is shown that primordial gravitational waves left over from inflation carry unique detectable CMB signatures for neutrino masses, axions and any other relativistic species that may have been present. (II) Higgs Inflation, the most popular and compelling inflation model with a higgs boson is studied next and it is shown that quantum effects have so far been incorrectly incorporated. A spurious gauge ambiguity arising from quantum effects enters the canonical prediction for observables in Higgs Inflation that must be addressed. (III) A new novel mechanism for generating the observed baryon asymmetry of the universe via decaying gravitinos is proposed. If the Supersymmetry (SUSY) breaking scale is high, then in the presence of R-parity violation, gravitinos can successfully reproduce the baryon asymmetry and evade all low energy constraints. (IV) The final chapter reports on a new completely general analysis of simplified models used in direct detection of dark matter. This is useful to explore what high energy physics constraints can be obtained from direct detection experiments.