This book contains a complete detailed description of two classes of special numbers closely related to classical problems of the Theory of Primes. There is also extensive discussions of applied issues related to Cryptography.In Mathematics, a Mersenne number (named after Marin Mersenne, who studied them in the early 17-th century) is a number of the form Mn = 2n – 1 for positive integer n.In Mathematics, a Fermat number (named after Pierre de Fermat who first studied them) is a positive integer of the form Fn = 2k+ 1, k=2n, where n is a non-negative integer.Mersenne and Fermat numbers have many other interesting properties. Long and rich history, many arithmetic connections (with perfect numbers, with construction of regular polygons etc.), numerous modern applications, long list of open problems allow us to provide a broad perspective of the Theory of these two classes of special numbers, that can be useful and interesting for both professionals and the general audience.