This roadmap presents the state-of-the-art, current challenges and near future developments anticipated in the thriving field of warm dense matter (WDM) physics. Originating from strongly coupled plasma physics, high pressure physics and high energy density science, the WDM physics community has recently taken a giant leap forward. This is due to spectacular developments in laser technology, diagnostic capabilities, and computer simulation techniques. Only in the last decade has it become possible to perform accurate enough simulations & experiments to truly verify theoretical results as well as to reliably design experiments based on predictions. Consequently, this roadmap discusses recent developments of and contemporary challenges for theoretical methods and experimental techniques needed to describe, create and diagnose WDM. A large part of this roadmap is dedicated to specific WDM systems and applications in astrophysics, inertial confinement fusion and novel material synthesis.