Asteroids are relatively small rocky metallic objects that orbit the sun. Many asteroids are found between Mars and Jupiter (called the main asteroid belt), with the popular hypothesis being that its creation came about from leftover matter that never formed a planet since the formation of our solar system.
Gravity keeps the asteroids in orbit around the sun, but the main asteroid belt we see today is only a tiny fraction of what used to exist and is predominately empty space. The gravitational fields of Mars and Jupiter, as well as collisions within the belt, also have an effect on the orbital paths of asteroids and can lead to their expulsion from the main belt.
Chi Wing Man, Science Museum