This dissertation is primarily concerned with the study of framed sheaves on nonsingular projective varieties and the geometrical properties of the moduli spaces of these objects. In particular, we deal with a generalization to the framed case of known results for (semi)stable torsion free sheaves, such as (relative) Harder-Narasimhan filtration,
Mehta-Ramanathan restriction theorems, Uhlenbeck-Donaldson compactification, Atiyah class and Kodaira-Spencer map. The main motivations for the study of these moduli spaces come from physics, in particular, gauge theory, as we shall explain in the following