This review highlights the importance of developing multi-scale characterisation techniques for analysing operating catalysts in their working environment. We emphasise that a hierarchy of in situ techniques that provides macro-, meso- and nano-scale information is required to elucidate and optimise catalyst performance fully. This combined methodology should ideally embrace spatially resolved and spatio-temporal monitoring of a) the structure, catalytic activity, temperature and heat/mass transfer pattern in axial and radial directions in real reactors, b) the structure and temperature/heat/mass transport gradients in shaped catalysts and catalyst grains and c) meso- and nano-scale information about particles and clusters, whose physical and electronic properties are linked directly to the micro-kinetic behaviour of the catalysts. Techniques such as X-ray diffraction (XRD), infrared (IR), Raman, X-ray photoelectron spectroscopy (XPS), UV/Vis, and X-ray absorption spectroscopy (XAS), which have mainly provided global atomic scale information, are being developed to provide the same information on a more local scale, often with sub-second time resolution. X-ray microscopy, both in the soft and more recently in the hard X-ray regime, allows two- and three-dimensional information to be collected down to 10 nm spatial resolution in a gas atmosphere or liquid, although this improvement is at the expense of temporal resolution. Electron microscopy, which provides excellent local atomic scale structural and spectroscopic information, is being developed towards tomographic imaging and realistic conditions, allowing gaps to be bridged in pressure, reaction conditions and length scales, up to the meso- and macro-scale. In addition, new techniques such as single molecule fluorescence spectroscopy and non-linear spectroscopic techniques are emerging. In this review, we discuss prospects for the development and combined application of both existing and new techniques for in situ catalyst characterisation.