The author develops a theory of crossed products by actions of Hecke pairs $(G, \Gamma )$, motivated by applications in non-abelian $C^*$-duality. His approach gives back the usual crossed product construction whenever $G / \Gamma $ is a group and retains many of the aspects of crossed products by groups. The author starts by laying the $^*$-algebraic foundations of these crossed products by Hecke pairs and exploring their representation theory and then proceeds to study their different $C^*$-completions. He establishes that his construction coincides with that of Laca, Larsen and Neshveyev whenever they are both definable and, as an application of his theory, he proves a Stone-von Neumann theorem for Hecke pairs which encompasses the work of an Huef, Kaliszewski and Raeburn.