Studies revealed that gas hydrate cages, especially small cages, are incompletely filled with guest gas molecules, primarily associated with pressure and gas composition. The ratio of hydrate cages occupied by guest molecules, defined as cage occupancy, is a critical parameter to estimate the resource amount of a natural gas hydrate reservoir and evaluate the storage capacity of methane or hydrogen hydrate as an energy storage medium and carbon dioxide hydrate as a carbon sequestration matrix. As the result, methods have been developed to investigate the cage occupancy of gas hydrate. In this review, several instrument methods widely applied for gas hydrate analysis are introduced, including Raman, NMR, XRD, neutron diffraction, and the approaches to estimate cage occupancy are summarized.