Active particle systems are able to take energy from their environment and drive themselves far from equilibrium. An important example of active matter is constituted by objects capable of self propulsion. Thanks to this property, they feature a series of novel behaviours that are not attainable by matter at thermal equilibrium, including, for example, swarming and the emergence of other collective properties. A passive particle is considered in an active bath when it is in an environment where a wealth of active particles are present. These particles will exert nonthermal forces on the passive object so that it will experience non-thermal fluctuations and will behave widely different from a passive Brownian particle in a thermal bath. The presence of an active bath can significantly influence the microscopic thermodynamics of a particle. Experiments have suggested that the Jarzynski equality does not hold in some cases due to the presence of non-Boltzmann statistics in active baths. This observation points towards a new direction in the study of non-equilibrium statistical physics and stochastic thermodynamics, where also the environment itself is far from equilibrium.