This thesis contains the results of the studies of Active Galactic Nuclei (AGNs) with modern gamma-ray telescopes. AGNs are among the most powerful and most variable object in the high-energy gamma-ray domain, while the location of their gamma-ray emitting sites remains unclear. In this thesis I study the properties of the AGN gamma-ray emission in order to infer the location of the emission site. The emitted gamma rays further illuminate the intergalactic space, which allows to study the properties of the latter. In particular, I use the gamma-ray observations of AGNs to estimate the strength of the extremely weak Intergalactic Magnetic Field. In order to facilitate this kind of analysis in the future, I also perform an all-sky search of the AGNs emitting in very high-energy gamma-ray domain, thus providing a list of targets for further observations with the highly sensitive ground-based gamma-ray telescopes.