EXAFS spectroscopy extracts structural information from a sample analysing its X-ray absorption spectrum. It allows us to determine the chemical environment of an element, in any aggregation state and under any kind of atmosphere, in terms of number and type of neighbours, interatomic distances and structural disorder. This determination is confined within a 4–8 Å radius from the element and does not include immediate stereochemical information. These characteristics look like disadvantages, but they are virtues instead. In fact EXAFS does not require long-range ordered structures, so it becomes a powerful structural local probe. We present in this paper a brief phenomenological explanation of the EXAFS signal and a short description of data collection and data analysis methodologies. Moreover, we report two examples which show how EXAFS can be successfully applied in catalysis.