Non perturbative phenomena play often a prominent role in equilibrium and out of equilibrium phase transitions. The reason is twofold: either these transitions correspond to the strong coupling regime of the field theories describing them or genuinely non perturbative excitations (topological defects, bound states, etc) drive the transition. In both cases, using perturbation theory becomes problematic. We describe on the example of reaction-diffusion processes how the non perturbative renormalization group formalism can be implemented for out of equilibrium systems. We show how to determine both universal and non universal properties (phase diagrams) of some branching and annihilating random walks in all dimensions.