We present evolutionary models for cool brown dwarfs and extra-solar giant planets. The models reproduce the main trends of observed methane dwarfs in near-IR color-magnitude diagrams. We also present evolutionary models for irradiated planets, coupling for the first time irradiated atmosphere profiles and inner structures. We focus on HD 209458-like systems and show that irradiation effects can substantially affect the radius of sub-jovian mass giant planets. Irradiation effects, however, cannot alone explain the large observed radius of HD 209458b. Adopting assumptions which optimise irradiation effects and taking into account the extension of the outer atmospheric layers, we still find ∼20% discrepancy between observed and theoretical radii. An extra source of energy seems to be required to explain the observed value of the first transit planet. © 2018 Elsevier B.V., All rights reserved.