Abstract. General aspects about the thermodynamics of astrophysical systems are discussed, overall, those concerning to astrophysical systems in mutual interaction (or the called open astrophysical systems). A special interest is devoted along the paper to clarify several misconceptions that are still common in the recent literature, such as the direct application to the astrophysical scenario of notions and theoretical frameworks that were originally conceived to deal with extensive systems of the everyday practice (large systems with short-range interactions). This discussion starts reviewing the current understanding about the notion of negative heat capacity. Beyond to clarify its physical relevance, it is discussed the conciliation of this notion within classical fluctuation theory, as well as equilibrium conditions concerning to systems with negative heat capacities. These results motivate a revision of our understanding about critical phenomena, phase transitions and the called zeroth law of thermodynamics. Afterwards, general features about the thermodynamics of astrophysical systems are presented throughout the consideration of simple models available in the literature. A particular attention is devoted to the influence of evaporation on the macroscopic behavior of these systems. These antecedents are then applied to a critical approach towards the thermodynamics of astrophysical systems in mutual interaction. It is discussed that the long-range character of gravitation leads to the incidence of long-range correlations. This peculiarity imposes a series of important consequences, such as the non-separability of a single astrophysical structure into independent subsystems, the breakdown of additivity and conventional thermodynamic limit, a great sensibility of the macroscopic behavior to the external conditions, the restricted applicability of the called thermal contact in astrophysics, and hence, the non-relevance of conventional statistical ensembles in this scenario. To clarify how some of conventional notions and theoretical frameworks could be extended to open astrophysical systems, an exploratory study of a paradigmatic situation is presented: a binary astrophysical system. This analysis is carried out in the framework of the quadrupole approximation, which represents the lowest coupling among internal and collective degrees of freedom. Apparently, collective motions are responsible of a non-linear energy interchange among the astrophysical systems. This mechanism introduces some modifications in equilibrium conditions for stationary and stability, such as a generalization of Thirring's stability condition for systems with negative heat capacities [Z. Phys. 235, 339 (1970)]. Additionally, the stability of collective motions of this binary astrophysical system is also discussed, which is related to the low energy thermodynamic behavior of the model discussed by Votyakov and co-workers [Phys. Rev. Lett. 89, 031101 (2002)]. The thermodynamic limit for self-gravitating gas of identical non-relativistic...