Small⁃angle scattering (SAS) is a useful technique to characterize the complex multi⁃scale microstructure of polymer bonded explosives (PBX). In this review the experimental methods, data analysis models and selected applications of SAS for PBX research are presented. First, the in⁃situ temperature, tensile and compressive loading methods suitable for PBX are discussed. Second, the commonly used models such as Guinier, interface, polydisperse particles, hard sphere interaction, and fractal are summarized and their applicability to PBX research are described. Third, research progress on mechanical and thermal damage, binder microstructure, sensitivity, and denotation carbon product analysis over the last 20 years using small⁃angle X⁃ray and neutron scattering techniques are summarized. Finally, the advantages of SAS for PBX research are summarized. In addition to the quantitative research of internal multi⁃phase interfaces and multi⁃scale voids in PBX, the review points to the continued development of ultra⁃small⁃angle scattering (USANS) technique, in⁃situ mechanical⁃thermal coupling loading of PBX, and data analysis software.