Fuzzy inference systems provide a simple yet effective solution to complex non-linear problems, which have been applied to numerous real-world applications with great success. However, conventional fuzzy inference systems may suffer from either too sparse, too complex or imbalanced rule bases, given that the data may be unevenly distributed in the problem space regardless of its volume. Fuzzy interpolation addresses this. It enables fuzzy inferences with sparse rule bases when the sparse rule base does not cover a given input, and it simplifies very dense rule bases by approximating certain rules with their neighbouring ones. This chapter systematically reviews different types of fuzzy interpolation approaches and their variations, in terms of both the interpolation mechanism (inference engine) and sparse rule base generation. Representative applications of fuzzy interpolation in the field of control are also revisited in this chapter, which not only validate fuzzy interpolation approaches but also demonstrate its efficacy and potential for wider applications.