The AdS/CFT correspondence establishes an equivalence of a four-dimensional supersymmetric gauge theory and string theory in Anti-de-Sitter space. Remarkably, the AdS/CFT system can be solved exactly with the help of integrability methods typical for two-dimensional models. I will review the general framework of the AdS/CFT duality, describe how integrability arises in AdS/CFT and how it can be used to compute the exact non-perturbative spectrum of supersymmetric Yang-Mills theory.