In vivo microscopy has recently become a gold standard in lung immunology studies involving small animals, largely benefiting from the democratization of multiphoton microscopy allowing for deep tissue imaging. This technology represents currently our only way of exploring the lungs and inferring what happens in human respiratory medicine. The interest of lung in vivo microscopy essentially relies upon its relevance as a study model, fulfilling physiological requirements in comparison with in vitro and ex vivo experiments. However, strategies developed in order to overcome movements of the thorax caused by breathing and heartbeats remain the chief drawback of the technique and a major source of invasiveness. In this context, minimizing invasiveness is an unavoidable prerequisite for any improvement of lung in vivo microscopy. This review puts into perspective the main techniques enabling lung in vivo microscopy, providing pros and cons regarding invasiveness.