The present accuracy in the modelling and observations of the Sun and other stars allows us to use them as laboratories of physics. In this talk I will first discuss how the capture of dark matter particles by low-mass stars may impact the properties of individual stars and the global characteristics of stellar clusters. I will present recent constraints on the dark matter parameter space from an asteroseismic analysis of Alpha Cen B. To conclude, I will show how a similar approach was successfully applied to test alternative theories of gravity, using the solar neutrinos and helioseismic data.