Abstract: This review gives an introduction to the principle and applications of the differential spectroscopy technique in scanning tunnelling microscopy. The differential (dI/dV) spectroscopy and dI/dV mapping are used to reveal the distributions of electronic local density of states (LDOS) in energy and space, respectively. The differential spectroscopy reveals the distribution of LDOS at different energy levels of a certain position, while the dI/dV mapping reveals the spatial distribution of LDOS at a certain energy window. The quadratic differential (d2I/dV2) spectroscopy and d2I/dV2 mapping are used to study the inelastic electron tunneling, so that molecular vibrational modes can be studied.