For more than two decades, methods for the non-invasive exploration of cutaneous microcirculation have been mainly based on optical microscopy and laser Doppler techniques. In this review, we discuss the advantages and drawbacks of these techniques. Although optical microscopy-derived techniques, such as nailfold videocapillaroscopy, have found clinical applications, they mainly provide morphological information about the microvessels. Laser Doppler techniques coupled with reactivity tests are widespread in the field of microvascular function research, but many technical issues need to be taken into account when performing these tests. Post-occlusive reactive hyperemia and local thermal hyperemia have been shown to be reliable tests, although their underlying mechanisms are not yet fully understood. Acetylcholine and sodium nitroprusside iontophoresis, despite their wide use as specific tests of endothelium-dependent and -independent function, respectively, show limitations. The influence of the skin site, recording conditions, and the way of expressing data are also reviewed. Finally, we focus on promising tools such as laser speckle contrast imaging.