The micro-nano sized waveguides are the basic building blocks for on-chip interconnects, and their basic function is to transmit light with low loss. The propagation loss is one of the indexes to evaluate the fabrication quality and performance of micro-nano sized waveguides. With cross section size one or two orders smaller than that of conventional waveguides, and due to the large uncertainty and the difficulty of light coupling, the propagation loss measurement is comparatively difficult to perform. This paper discussed several propagation loss measurement methods suitable for micro-nano sized waveguides, including cut-back method, Fabry-Pérot cavity interference fringe contrast ratio method, and Fourier transform method, etc. The analysis and comparison on the above mentioned methods in terms of measurement accuracy and applicability was given, that is, the cut-back method is liable to the uncertainty of light coupling with comparatively large error, the Fabry-Pérot cavity interference fringe contrast ratio method is immune to the uncertainty of light coupling, but only applicable to the case of single F-P cavity, the Fourier transform method is not only immune to the uncertainty of light coupling, but also applicable to the case of multi-cavity.