Investigation on the mechanism and kinetics of charge transfer at semiconductor/electrolyte interface is significant for improving the photoelectric conversion efficiency and developing novel and high-efficiency photovoltaic devices. Scanning electrochemical microscopy (SECM), as a powerful analytical technique, has a potential advantage of high spatial and temporal resolution. It has been expanded into a broad range of research fields since the first inception of SECM in 1989 by Bard groups, which includes biological, enzymes, corrosion, energy conversion and storage (such as solar cells, hydrogen and battery). Herein, we review the basic principles and the development of SECM, and chiefly introduce the recent advances of SECM investigation in photoelectrochemical (PEC) cells including solar cells and PEC water splitting. These advances include rapid screening of photocatalysts/photoelectrodes, interfacial reaction kinetics and quantitation of reaction intermediates, which is significant for evaluating the performance, choosing catalysts and developing novel composite photoanodes and high efficiency devices. Finally, we briefly describe the development trends of SECM in energy research.