Scientists, curators, historians and archaeologists are always looking for new techniques for the study of archaeological artefacts, especially if they are non-destructive. With most non-destructive investigations, it is challenging to measure beneath the surface. Among the vast board of techniques used for cultural heritage studies, it is difficult to find one able to give information about the bulk and the compositional variations, along with the depth. In addition, most other techniques have self-absorption issues (i.e., only surface sensitive) and limited sensitivity to low Z atoms. In recent years, more and more interest has been growing around large-scale facility-based techniques, thanks to the possibility of adding new and different insights to the study of material in a non-destructive way. Among them, muonic X-ray spectroscopy is a very powerful technique for material characterization. By using negative muons, scientists are able to perform elemental characterization and depth profile studies. In this work, we give an overview of the technique and review the latest applications in the field of cultural heritage.