This thesis presents the first cavity quantum electrodynamics experiments performed with a degenerate gas of $^6$Li with strong atom-atom interactions. The first part of this manuscript describes the design and the building of the apparatus that has been especially developed to bring together a high-finesse optical cavity and a strongly interacting Fermi gas. I described how the cavity and all the laser-cooling procedure can be realized in the same vacuum chamber, thus speeding up the production cycle of the degenerate Fermi gas. This new experimental apparatus is the first of its kind combining these two field of quantum physics. Placing a quantum gas of Fermions within an optical resonator gives a important technical advantages, allowing for the fast, all-optical production of a degenerate gas of $^6$Li. We apply an technique that make it possible to modify the longitudinal structure of the cavity trap to cancel its lattice structure. It increases the phase space density after the evaporative cooling leading to a ultracold gas at temperature lower than ten percent of the Fermi temperature. We describe how magnetic field allows us to tune the interatomic interactions, making use of the broad Feshbach resonance of $^6$Li at $832$ G and how we characterize the thermodynamic properties of the ultracold Fermi gas. The direct observation of phase separation for a spin-imbalanced Fermi gas between a fully paired region at the cloud center, surrounded by a spin-polarized shell experimentally proves the apparition of superfluidity at low enough temperature. The first experiment showing the strong coupling between the cavity photons and the strongly interacting Fermi gas is shown in this manuscript. The observation of large avoided-crossings when performing cavity transmission spectroscopy experiment are the experimental smoking gun of the strong light-matter coupling regime. We observe the expected scaling of the light-matter coupling strength with the number of atoms in the gas, proving the coherent coupling of the atoms with the cavity field. The thirs part of this manuscript presents the first cavity quantum electrodynamics experiment where a pairs of atoms couple to the cavity photons, forming a new dressed state: the pair-polariton. This dressed state inherits from its atomic part the characteristics of the many-body physics of the strongly interacting Fermi gas. We confirm experimentally that the properties of the short-range two-body correlation function, know as Tan's contact, can directly be measured optically, on the pair-polariton transmission spectrum. We observe the coherent coupling of the ground state Fermion pairs with the cavity photons and use the pair-polariton to perform single shot, real-time, weakly destructive measurement of the short range two body correlation function. This new measurement of Tan's contact allows to follow in-time the evolution of a single system, contrasting with existing techniques. The last part of this thesis will show experiment carried far in the dispersive regime, where both the cavity resonance and the probe laser frequency are far detuned from the atomic resonance. We will discuss how we can, in this regime, measure the atom number evolution in-time, with a weak destructivity. We show that optical non-linearity emerges and depends on the atom-atom interaction strength. Last we implement a pump not aligned with the cavity axis that allows to create long-range interactions between atoms.