Evidence shows that we live in a universe where 95% of the matter and energy is of unknown nature. Right from the onset, Gravitational Wave (GW) astronomy is shaping our understanding of the dark universe in several ways: GW signals of black hole mergers have resurrected the idea of Dark Matter being made of primordial black holes, while multi-messenger GW astronomy has generated novel ways to test Dark Energy and the fundamental properties of gravity. I will discuss the impact of gravitational waves on the landscape of gravitational theories, and how the recent observation of a neutron star merger spectacularly rules out a large class of Dark Energy models in which the speed of GWs is variable, including some (otherwise viable) contenders to the cosmological constant. Then I will present how gravitational lensing of distant supernovae constrains the abundance of primordial black holes, which can not be the dominant form of Dark Matter.