Volatiles such as H₂O, CO₂, F, Cl and S are important components of the mantle. They play vital roles in the seismic characteristics and conductivity of the mantle, mantle inhomogeneity, mantle rheology, mantle melting and melt evolution despite their low content in the mantle. Research on volatiles of melt inclusions in minerals and glass has become a hotspot. Furthermore, the melt inclusion is the best medium to study the composition of the mantle and magma volatiles by virtue of their unique advantages. The melt inclusion directly captures the components in the magma during the formation of the mineral. Due to the presence of the host mineral, the melt inclusions can maintain independent evolution without being affected by the external environment, so that the volatile information on the magma can be well preserved. At the same time, investigating the volatiles of melt inclusions is the direct way to obtain the volatile content of magma prior to the magma eruption, so lots of studies of melt inclusions have been conducted to restore the volatile content before magma eruption. If the modern analytical methods, such as scanning electron microscopy, electron microprobes and ion probes, are used to perform detailed petrographic observations on melt inclusions combined with experimental studies to determine the changes after the capture of the melt inclusions, the melt inclusions would play an important role in the study of the volatile content of the magma system and source processes. Thus, this paper systematically introduces several important problems on studying the volatiles in melt inclusions, including the analytical methods, solubility of volatiles in magma, the reliability of volatiles data and the application of volatiles.