Heterocystous cyanobacteria are important diazotrophs commonly found in freshwater and ocean. They can produce special glycolipids known as Heterocyst Glycolipids (HGs) in their inner membrane layer. HGs are typically long-chain diols, triols, or hydroxyketones connected with a sugar moiety. HGs are unique biomarkers of heterocystous cyanobactria, which are relative stable and can be detected in lakes, marine systems, microbial mats and sediments. The study of HGs in biogeochemistry has not been carried out until recent years. HGs are proved to have great potential in indicating heterocystous cyanbacteria community and environment conditions. In this paper, the mechanism of cyanobacterial heterocyst differentiation and structure of HGs were introduced. In particular, emphasis was put on the application of HGs to infer environmental temperature, heterocystous cyanobacteria community, terrestrial organic input and nitrogen fixationin. The prospect of future study was also proposed.