Gas hydrates are ice-like crystals composed of host lattice formed by hydrogen bonded water molecules that enclose a large variety of small guest molecules. These compounds are responsible for pipeline blockage and damage during the gas production and transportation, therefore considered as harmful by the oil and gas industry. Intense research was conducted on natural gas hydrates when they were first recognised, some 70 years ago, responsible for the pipeline blockage. In the recent decade, gas hydrates arouse renewed interests within chemical and petroleum engineering, earth, chemistry and environmental sciences due to their potential applications in separation processes, natural gas storage and transportation, carbon dioxide sequestration and sea water desalination, as well as to their representation of the largest source of hydrocarbons on earth. Control and application of gas hydrates require knowledge and understanding about the formation, decomposition and inhibition mechanisms of gas hydrates which in turn demands advanced experimental methods and instrumental techniques for gas hydrates characterisation. This paper reviews our current knowledge on methods and techniques that have been used for natural gas hydrates characterisation. The emphasis is on modern microscopic measurement tools that enable direct determination of gas hydrates phase and possible measurement of molecular interactions within the fluid phases. Methods of macroscopic basis and the application of computational simulation in determination of hydrates properties are briefly described as references.