Inter-organelle membrane contact sites (MCSs) are classically defined as areas of close proximity between heterologous membranes and established by specific proteins (termed tethers). The interest on MCSs has rapidly increased in the last years, since MCSs play a crucial role in the transfer of cellular components between different organelles and have been involved in important cellular functions such as apoptosis, organelle division and biogenesis, and cell growth. Recently, an unprecedented depth and breadth in insights into the details of MCSs have been uncovered. On one hand, extensive MCSs (organelles interactome) are revealed by comprehensive analysis of organelle network with high temporal-spatial resolution at the system level. On the other hand, more and more tethers involving in MCSs are identified and further works are focusing on addressing the role of these tethers in regulating the function of MCSs at the molecular level. These enormous progresses largely depend on the powerful approaches, including several different types of microscopies and various biochemical techniques. These approaches have greatly accelerated recent advances in MCSs at the system and molecular level. In this review, we summarize the current and emerging approaches for studying MCSs, such as various microscopies, proximity-driven fluorescent signal generation and proximity-dependent biotinylation. In addition, we highlight the advantages and disadvantages of the techniques to provide a general guidance for the study of MCSs.