X-ray diffraction (XRD) is a standard technique that is widely applied in heterogeneous catalysis to determine phase composition, atomic structure, and size of crystallites. This review is focused on the application of in situ XRD for studying the catalysts during their “lifetime” (under synthesis, activation, operation, and deactivation conditions), limiting the objects of research to oxide and metal oxide catalysts. Also included is a brief overview of modern techniques and instruments and the latest works illustrating different aspects of this technique in catalyst research. The main conclusion is that the field of heterogeneous catalysis research would benefit substantially from the application of in situ XRD for the structural, phase, and morphological characterization of solid catalysts. Even more useful information can be obtained if XRD is combined with other techniques that are more sensitive at length scales different from that of XRD.