Over the past decade the multi-messenger astrophysics has emerged as a distinct discipline, providing unique insights into the properties of high-energy phenomena in the Universe. The Pierre Auger Observatory, located in Malargüe, Argentina, is the world’s largest cosmic ray detector sensitive to photons, neutrinos, and hadrons at ultra-high energies. Using its data, stringent limits on photon and neutrino fluxes at EeV energies have been obtained. The collaboration uses the excellent angular resolution and the neutrino identification capabilities of the Observatory for follow-up studies of events detected in gravitational waves or other messengers, through cooperation with global multi-messenger networks. We present a science motivation together with an overview of the multi-messenger capabilities and results of the Pierre Auger Observatory.