This thesis provides a detailed and comprehensive description of the search for New Physics at the Large Hadron Collider (LHC) in the mono-jet final state, using the first 3.2 fb-1 of data collected at the centre of mass energy of colliding protons of 13~TeV recorded in the ATLAS experiment at LHC.

The results are interpreted as limits in different theoretical contexts such as compressed supersymmetric models, theories that foresee extra-spatial dimensions and in the dark matter scenario. In the latter the limits are then compared with those obtained by other ATLAS analyses and by experiments based on completely different experimental techniques, highlighting the role of the mono-jet results in the context of dark matter searches.Lastly, a set of possible analysis improvements are proposed to reduce the main uncertainties that affect the signal region and to increase the discovery potential by further exploiting the information on the final state.