The book "Queues and Lévy Fluctuation Theory" offers a comprehensive introduction to queueing models driven by Lévy processes. It systematically addresses the literature on Lévy-driven queues and aims to familiarize readers with a variety of probabilistic techniques developed in recent decades. These include transformational techniques, martingales, rate conservation arguments, measure change, importance sampling, and large deviations. Furthermore, the book demonstrates how Lévy traffic models arise in the modeling of current queue-like systems, such as communication networks, and includes applications in the financial sector. It is aimed at postgraduate students and researchers in the fields of mathematics, computer science, and electrical engineering, with a prerequisite of basic knowledge in probability theory and stochastic processes.