Abstract : This work aims at generalizing Bruhat-Tits theory to Kac-Moody groups over local fields. We thus try to construct a geometric space on wich such a group will act, and wich will look like the Bruhat-Tits building of a reductive group. Actually, the first part stays in the field of Bruhat-Tits theory as it exposes a family of compactification of an ordinary affine building. It is in the second part that we move to Kac-Moody theory, using the first part as a guide. The spaces obtained do not satisfy all the requirement for a building, as two points are not always in one apartment. They will be called hovels ("masures" in french), and more precisly bounded hovels.