This review presents a panorama of the research topics that are currently being developed by our strategic research group at the IAC in the field of very low-mass stars, brown dwarfs, extrasolar giant planets and the solar system. Our main goal is to investigate the cosmogony of the least massive stellar and substellar component of the Milky Way. We are using multiwavelength observations and theoretical modeling to provide constrains to different scenarios of star and planet formation. We present summaries of the following results: (1) the study of a deeply-embedded low-mass protostar in the B59 molecular cloud; (2) the discovery of accreting very low-mass objects in the IPHAS survey; (3) the identification of faint planetary-mass candidates in the cores of young open clusters using multi-conjugate adaptive optics; (4) the discovery of a widely separated companion of a young brown dwarf; (5) the search for reflected light from hot Jupiters; and (6) the spectroscopic study of relics of the formation of our Solar System.