Modern multimessenger astronomy delivers unique opportunity for performing crucial observations that allow for testing the physics of the gravitational interaction. These tests include detection of gravitational waves by advanced LIGO-Virgo antennas, Event Horizon Telescope observations of central relativistic compact objects (RCO) in active galactic nuclei (AGN), X-ray spectroscopic observations of Fe Kα line in AGN, Galactic X-ray sources measurement of masses and radiuses of neutron stars, quark stars, and other RCO. A very important task of observational cosmology is to perform large surveys of galactic distances independent on cosmological redshifts for testing the nature of the Hubble law and peculiar velocities. Forthcoming multimessenger astronomy, while using such facilities as advanced LIGO-Virgo, Event Horizon Telescope (EHT), ALMA, WALLABY, JWST, EUCLID, and THESEUS, can elucidate the relation between Einstein’s geometrical and Feynman’s quantum-field approaches to gravity physics and deliver a new possibilities for unification of gravitation with other fundamental quantum physical interactions.