Extended X-ray absorption fine structure (EXAFS) spectroscopy is an ideal technique for studying the local vibrational dynamics of materials due to its sensitivity to short-range order, correlation of atomic motion and anharmonicity. However, despite this, EXAFS is widely employed to investigate the local structure but its use in the study of local dynamics is far more limited. In this brief review, the potential of EXAFS as a vibrational probe is presented with the aim of promoting its application in the study of the local dynamics of solid-state materials.