The physics of stars is a goldmine of problems in statistical mechanics and thermodynamics. We discuss many examples that illustrate the possibility of deepening student's knowledge of statistical mechanics by an introductory study of stars. The matter constituting the various stellar objects provides examples of equations of state for classical or quantum and relativistic or non-relativistic gases. Maximum entropy can be used to characterize thermodynamic and gravitational equilibrium which determines the structure of stars and predicts their instability above a certain mass. Contraction accompanying radiation induces either heating or cooling, which explains the formation of stars above a minimum mass. The characteristics of the emitted light are understood from blackbody radiation and from the Boltzmann–Lorentz kinetic equation for photons. The luminosity is governed by the transport of heat by photons from the center to the surface. Heat production by thermonuclear fusion is determined by microscopic balance equations. The stability of the steady state of stars is controlled by the interplay of thermodynamics and gravitation.