Quantum mechanics is arguably one of the most successful scientific theories ever and its applications to chemistry, optics, and information theory are innumerable. This book provides the reader with a rigorous treatment of the main mathematical tools from harmonic analysis which play an essential role in the modern formulation of quantum mechanics. This allows us at the same time to suggest some new ideas and methods, with a special focus on topics such as the Wigner phase space formalism and its applications to the theory of the density operator and its entanglement properties. This book can be used with profit by advanced undergraduate students in mathematics and physics, as well as by confirmed researchers.