Heavy Majorana neutrinos enter in many scenarios of physics beyond the Standard Model: in the original seesaw mechanism they provide a natural explanation for the small masses of the Standard Model neutrinos and in the simplest leptogenesis framework they are at the origin of the baryon asymmetry in the universe. In this thesis, we develop an effective field theory for non-relativistic Majorana particles, which is analogous to the heavy-quark effective theory. We apply the effective field theory so obtained to address calculations in a hot medium which models the early stages of the universe evolution. In particular, we apply it to the case of a heavy Majorana neutrino decaying in a hot plasma of Standard Model particles, whose temperature is much smaller than the mass of the Majorana neutrino but still much larger than the electroweak scale. The thermal corrections to the decay width computed in the effective field theory agree with recent results obtained using different methods, whereas the derivation appears 3 to be simpler. Assuming the same hierarchy between heavy neutrino masses and the temperature, we compute systematically thermal corrections to the direct and indirect CP asymmetries in the Majorana neutrino decays. These are key ingredients entering the equations that describe the thermodynamic evolution of the induced lepton-number asymmetry eventually leading to the baryon asymmetry in the universe. We consider the case of two Majorana neutrinos with nearly degenerate masses, that allows for a resonant enhancement of the CP asymmetry, and a hierarchical spectrum with one heavy neutrino much lighter than the other neutrino species. Flavour effects are also taken into account in the derivation of the CP asymmetries at finite temperature. The effective field theory presented here is suitable to be used for a variety of different models involving non-relativistic Majorana fermions.4