Intraocular inflammation can hide a variety of eye pathologies. In 33% of cases, to obtain a correct diagnosis, investigation of the intraocular sample is necessary. The combined analyses of the intraocular biopsy, using immuno-pathology and molecular biology, point to resolve the diagnostic dilemmas in those cases where history, clinical tests, and ophthalmic and systemic examinations are inconclusive. In such situations, the teamwork between the ophthalmologist and the molecular pathologist is critically important to discriminate between autoimmune diseases, infections, and intraocular tumors, including lymphoma and metastases, especially in those clinical settings known as masquerade syndromes. This comprehensive review focuses on the diagnostic use of intraocular biopsy and highlights its potential to enhance research in the field. It describes the different surgical techniques of obtaining the biopsy, risks, and complication rates. The review is organized according to the anatomical site of the sample: I. anterior chamber containing aqueous humor, II. iris and ciliary body, III. vitreous, and IV. choroid and retina. We have excluded the literature concerning biopsy for choroidal melanoma and retinoblastoma, as this is a specialized area more relevant to ocular oncology.