Our Universe is filled with high-energy charged particle, called cosmic rays. The energy of high-energy cosmic-ray particles can be 10 million times higher than that achieved by human being. The origin and production mechanism of these particles are still unknown. Since cosmic rays are deflected by cosmic magnetic fields, it is difficult to identify their origins by direct observations. Cosmic rays produce neutrinos, neutral subatomic particles, via interaction with ambient particles. Since neutrinos arrive on Earth straightly from the sources, we can identify cosmic-ray sources using neutrino signals. Since this method uses neutrino signals in addition to electromagnetic signals, used in traditional astronomy, we call it “multi-messenger astrophysics”. I am theoretically predicting neutrino signals as well as electromagnetic signals from cosmic-ray source candidates. I also compare the theoretical predictions with current observational data to constrain theoretical models. Also, I am performing numerical simulations of cosmic-ray acceleration in extreme environments of astrophysical plasmas, such as the vicinity of black holes. Combining the plasma simulations and predictions of neutrino and electromagnetic signals, together with rich observational data obtained by near-future facilities, I would like to reveal the origins and production mechanisms of mysterious high-energy particles from the Universe.