As a new technique for sampling the extracellular fluid in vivo, the microdialysis is recently attractive to neuroscientists. Coupled with high sensitivity techniques for chemical microanalysis, it has been successfully used for monitoring chemical changes in extracellular environment of intact brain, and applied to some fields of neuroscience studies. In this article, its principle and some methodological aspects were described systematically, and a brief overview of its applications in neurosciences and some new advances was also given. Besides, the scope and limitations of microdialysis was discussed in the light of our own experience.