Self‐excited combustion instabilities are dangerous phenomena that may occur in gas turbine combustors, rocket combustion systems, and industrial furnaces. In this chapter, the main mechanisms that cause instabilities are described, with attention focused on the influence of pressure waves on the fluctuations of flame heat release rates. An historical background (with reference to rocket engines) is followed by a description of the phenomenon in gas turbines, considering both cannular and annular combustion chambers. Initially, a description of mathematical models based on a lumped approach is presented; these approaches are useful for a preliminary analysis of the phenomenon. Modern, three‐dimensional codes that can be used as design and analysis tools are then described, together with instructions of how to use such tools in conjunction with experimental analyses capable of identifying linear and nonlinear flame responses to flow perturbation. A mathematical approach capable of modeling the bifurcation process that leads to steady large amplitude fluctuations known as the limit‐cycle is described, and examples are given. Analyses of combustion instabilities offered by computationally intensive simulations, making use of unsteady reactive and fluid dynamic codes, are also discussed. Finally, active and passive control techniques outlined that can be used to avoid, or at least attenuate, instabilities.