We discuss the complementarity of collider experiments and gravitational wave detectors for studying particle physics at the electroweak scale, and for understanding the dynamics of the early Universe around the electroweak epoch. The bridge between particle physics and gravitational wave interferometry is established by the so-called electroweak phase transition, a process in the early Universe which could have given rise to a stochastic gravitational wave background, whose spectrum is strongly dependent on the particle content of the plasma and their high energy interactions. We give a brief introduction to this process, and then illustrate, in a concrete case of a two-Higgs-doublet model, how near-future interferometers such as LISA could be used to probe physics beyond Standard Model.