This dissertation has the main objetive of studying applications of the Karhunen-Loève expansion or decomposition in structural dynamics. This technique consists basically in obtaining a linear decomposition of the dynamic response of a general system represented by a stochastic vector field. It has the important property of optimality, meaning that for a given number of modes, no other linear decomposition is able of better representing this response. This information compression capability characterizes this decomposition as powerful tool for the construction of reduced-order models of mechanical systems in general. Particularly, this work deals with structural dyamics problems where its application is still quite new. Initially, the main hypothesis necessary to the application of the Karhunen-Loève expansion are presented, as well as two existing techniques for its implementation that have different domains of use. Special attention is payed to the relation between empirical eigenmodes provided by the expansion and mode shapes intrinsic to linear vibrating systems, both discrete and continuous, exemplified by a bidimensional truss and a rectangular plate. Furthermore, the advantages and disadvantages of using this expansion as an alternative tool for classical modal analysis are discussed. As a nonlinear application, the study of a vibroimpact system consisting of a cantilever beam whose transversal displacement is constrained by two elastic barriers is presented. The empirical eigenmodes provided by the Karhunen-Loève expansion are then used to formulate a reduced-order model through Galerkin projection and the performance of this new model is investigated.