The three-dimensional X-ray diffraction (3DXRD) is a new, advanced technique for materials characterization. This technique utilizes high-energy synchrotron X-rays to characterize the 3D crystallographic structure and strain/stress state of bulk materials. As the measurement is non-destructive, the microstructural evolution as a function of time can be followed, i.e. it allows 4D characterizations (x, y, z, t). The high brilliance of synchrotron X-rays ensure that diffraction signals from volumes of micrometer scale can be quickly detected and distinguished from the background noise, i.e. its spatial resolution can be micrometer scale and the measurement can be conducted within a reasonable time frame (a few hours). The 3DXRD microscope has originally been developed in cooperation between former Risø National Laboratory and the European Synchrotron Radiation Facility. Currently, this technique has been implemented in several large synchrotron facilities, e.g. the Advanced Photon Source (APS) in USA and the Spring-8 in Japan. Another family of 3DXRD technique that utilizes white beam synchrotron X-rays has also been developed in parallel in cooperation between Oak Ridge National Laboratory and APS. This article reviews the 3DXRD technique. The content includes the idea behind the technique, the principle and specification (spatial, angular, temporal resolutions and sample environment etc.) of the technique. Several applications of the techniques in metallurgy are given, including: grain-scaled stress analysis during tensile deformation, recrystallization growth kinetics, recrystallization nucleation, growth of individual recrystallized grain, grain growth after recrystallization, and local residual strain/stress analysis. The recent development of the 3DXRD technique and its potential use for materials science in the future will be briefly discussed at the end.