We investigate how the presence of quantum correlations can influence work extraction in closed quantum systems, establishing a new link between the field of quantum non-equilibrium thermodynamics and the one of quantum information theory. We consider a bipartite quantum system and we show that it is possible to optimise the process of work extraction, thanks to the correlations between the two parts of the system, by using an appropriate feedback protocol based on the concept of ergotropy. We prove that the maximum gain in the extracted work is related to the existence of quantum correlations between the two parts, quantified by either quantum discord or, for pure states, entanglement. We then illustrate our general findings on a simple physical situation consisting of a qubit system.
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