This thesis presents the search for new physics in the final state containing a single photon and missing transverse momentum. The analysis is performed on 20.3fb-1 of proton-proton collisions data at a center-of-mass energy of 8 TeV collected by the ATLAS detector at the Large Hadron Collider. Given the good agreement of the data with the Standard Model pre- diction of such events, an upper limit to the visible cross section produced by new physics is derived. The observed limit at 95% confidence level is 3.64 fb.In this thesis, the results are also interpreted as limits in the parameter space of two new physics models. The first model is an effective field theory, inspired by Fermi-LAT results, in which dark matter particles couple to photons via a contact interaction vertex. Limits are set on the effective mass scale and depend on the postulated coupling constants. The limits set in this dark matter model provide an effective constraint in the parameter space of the theory compatible with the Fermi-LAT results. The second one is a simplified supersymmetric model describing squark pair production with their subsequent decay into a quark and a neutralino. The photon is emitted as initial or final state radiation and the spectrum is compressed, i.e. the mass difference between the squark and the neutralino is assumed to be small. Limits are set on the production cross-section; squark masses are excluded up to 250 GeV in the very compressed region. As the photon can be irradiated from the intermediate squark, this final state would eventually provide the possibility to probe the charge of the squark.A preliminary study has also been carried out to show the search sensitivity with 13 TeV data, which indicate that the limits presented in this thesis can already be improved by 10% with 5fb-1.