Fluids are aubiquitous transport medium for heat and matter in most geological process. The presence of fluids in rocks may affect the chemical and physical properties, mineral reaction velocity and heat budget of geological systems, Direct sample of geological fluids could be preserved only in fluid inclusions that were trapped during the growth of their host mineral. Fluid inclusions can provide us unique information for the presence and composition of ancient fluids which can not be obtained by other geochemical methods (e.g. the component and evolution of diagenetic fluid; process of fluid-rock interaction; migration of trace elements in fluid). The study of fluid inclusions thus has become one of the “hottest” fields in earth sciences, and plays an important role in studies correlated with geological processes. Starting with a general introduction to the fluid inclusion properties and a summarization about the classification of primary- and secondary-fluid inclusions, this paper reveiws the most recent development in analytical methods in the fluid inclusion research field. We also review the current application of fluid inclusions to various fields in earth sciences (e.g. metamorphic fluid, ore-deposit, petroleum geology and biomarker) in the paper. Finally, we give a short outlook on potential future research topics about fluid inclusion studies.