I think he meant that astrophysics deals with space, and space is everything.
Actually, astrophysics covers such a broad range of topics that any given scientist may specialize in, it basically is everything.
Just a few of the different types of astrophysicists:
Mechanics, electromagnetism, statistical mechanics, thermodynamics, quantum mechanics, relativity, nuclear and particle physics, and atomic and molecular physics.
Astrophysics can be studied at the bachelors, masters, and Ph.D. levels in aerospace engineering, physics, or astronomy departments at many universities.
The name of a university's department ("astrophysics" or "astronomy") often has to do more with the department's history than with the contents of the programs.
So yeah....everything pretty much sums it up. Generally though, it's a study of the the physics of the universe. Assuming the universe is everything, then my original description was perfectly accurate.