  A brief review of the supersymmetry method and its application to mesoscopic
physics and quantum chaos is given. Alghough a non-linear supermatrix $% \sigma
$-model in this approach was derived from models with random potential, it is
emphasized that the zero-dimensional version of the $\sigma $-model is
equivalent to the random matrix theory and can even be derived from the latter,
too. This gives a possibility to use the zero -dimensional model for
description of problems of quantum chaos and mesoscopic physics. A number of
problems considered recently is presented. This includes nuclear magnetic
resonance in small metal particles and statistics of conductance fluctuations
in quantum dots. The solution of these problems became possible due to a new
possibility to calculate distribution functions. (Expanded version of a lecture
given at the 14 Annual CNLS Conference "Quantum Complexity in Mesoscopic
Systems" (Los Alamos, May 1994))
