In these lectures, we develop the theory of the Colour Glass Condensate. This is the matter made of gluons in the high density environment characteristic of deep inelastic scattering or hadron-hadron collisions at very high energy. The lectures are self contained and comprehensive. They start with a phenomenological introduction, develop the theory of classical gluon fields appropriate for the Colour Glass, and end with a derivation and discussion of the renormalization group equations which determine this effective theory.