The growth of lithium (Li) dendrites, characterized by construction of internal Li substrate and surface solid electrolyte interphase (SEI), represents a significant hurdle for both liquid‐state and solid‐state Li batteries. To better understand the growth behaviors of these dendrites at atomic to device scale, advanced electron microscopy techniques have emerged as a valuable tool, providing high temporal and spatial resolutions for real‐time observations. In this review, the mechanistic aspects of growth of Li dendrites are delved first from both thermodynamic and kinetic perspectives. Then, a systematic overview of the state‐of‐the‐art in‐situ devices is provided that is developed for integration into electron microscopes, detailing the corresponding static and dynamic structures of Li dendrites. Additionally, the utilization of the non‐destructive cryogenic TEM technique is explored to classify and compare the local fine structure information of as‐formed Li deposits, which are influenced by various factors such as current density, temperature, electrolyte composition, solvents, and additives. Overall, this review article offers a comprehensive understanding of the physical origins associated with Li dendrites, spanning from atomic to device scales and encompassing both liquid and all‐solid‐state battery scenarios, then envisioning fundamental principles and strategies for optimizing batteries and overcoming the critical challenges posed by Li dendrites.