At extremely high temperatures, the quarks and gluons that for protons and neutrons are liberated and a new state of matter, the Quark Gluon Plasma, is formed. Experiments performed at RHIC and the LHC have revealed that the Quark Gluon Plasma exhibits an extremely good fluid-like behaviour, with very small shear viscosity to entropy ratio. This experimental finding leads to a fascinating connection between the Quark Gluon Plasma and string theory via the gauge/gravity duality. In this talk I review the basic findings that led to this connection and describe how we can use the duality to understand the properties of this interesting new state of matter.