The precise quantification of the pyroelectric coefficient p is indispensable for the characterization of pyroelectric materials and the development of pyroelectric-based devices, such as radiation sensors or energy harvesters. A summary of the variety of techniques to measure p is given in the present review. It provides a classification after the thermal excitation and an outline of capabilities and drawbacks of the individual techniques. The main selection criteria are: the possibility to separate different contributions to the pyroelectric coefficient, to exclude thermally stimulated currents, the capability to measure p locally, and the requirement for metallic electrodes. This overview should enable the reader to choose the technique best suited for specific samples.