In this review, I briefly summarize the current status of experimental and theoretical investigations of the properties of matter under conditions characteristic of planetary interiors, from terrestrial to jovian planets. I first focus on the two lightest elements, hydrogen and helium, and discuss recent theoretical and experimental investigations of their properties at high pressure and temperature. Then, I discuss the impact of these properties, as well as of the equation of state of heavier elements, on planetary interiors. Finally, I highlight the importance of exoplanet transit observations and of the inferred mass–radius relationships to determine the planetary interior compositions.