Recently, significant progress has been made in the transient and multi-messenger astrophysics domain. In particular two new sources have been added to the transient astrophysical events arsenal in the last two decades: Gravitational Waves (GWs) and Fast Radio Bursts (FRBs). In 17 August 2017, the first direct detection of GWs emanating from a binary neutron star merger occurred, followed shortly by an associated short gamma-ray burst (GRB) detected by the Fermi-GBM and INTEGRAL SPI-ACS instruments. Hours and days later, electromagnetic counterparts were found in the optical, radio and X-ray bands. This event, associating GW events and GRBs represents the first and only GW event with an electromagnetic counterpart localized to a host galaxy, opening a new era in multi-messenger astrophysics. 10 years before that, in 2007, radio astronomers saw a millisecond radio flash so bright that they almost did not believe its astrophysical origin. This was the first FRB ever detected, the Lorimer burst. Since then, astronomers started detecting these FRBs on a daily basis. FRBs are still unknown in origin, although a lot of progress has been made since 2007 such as the discovery of the first galactic FRB emanating from a magnetar, SGR1935+2154, with its X-ray counterparts. The High Energy Stereoscopic System (H.E.S.S.) is a ground-based experiment dedicated to the observation of Very High Energy (VHE) gamma-rays. The Cherenkov Telescope Array (CTA) is the future VHE gamma-ray observatory that will take ground-based gamma-ray astronomy to another level with one order of magnitude improvement in sensitivity. Today, the H.E.S.S. and CTA collaborations are actively taking part in the search for VHE counterparts of high energy transients such as GRBs, GW events and FRBs. In fact, VHE gamma-rays are one of the missing pieces of the puzzle, necessary to understand the physical processes that drive these events. In this contribution, the different efforts within the H.E.S.S. and CTA collaborations to hunt for VHE emission from GW events are presented as well as the results from the observation campaigns of the last years. The search for FRB counterparts with H.E.S.S. is also discussed at the end alongside related ongoing projects in the Leprince Ringuet laboratory and its partners.
