  Let $X$ be a complex four-dimensional compact Calabi-Yau manifold equipped
with a K\"ahler form $\omega$ and a holomorphic four-form $\Omega$. Under
certain assumptions, we define Donaldson-Thomas type deformation invariants by
studying the moduli space of the solutions of Donaldson-Thomas equations on the
given Calabi-Yau manifold. We also study sheaves counting on local Calabi-Yau
four-folds. We relate the sheaves countings over $K_{Y}$ with the
Donaldson-Thomas invariants for the associated compact three-fold $Y$. In some
very special cases, we prove the DT/GW correspondence for $X$. Finally, we
compute the Donaldson-Thomas invariants of certain Calabi-Yau four-folds when
the moduli spaces are smooth.
