Spectroelectrochemistry (SEC) is a set of techniques with many advantages in the study and characterization of materials. Although SEC has not yet been widely used to study quantum dots (QDs), the information extracted from SEC experiments about these nanostructures is very useful. Most of the works that use SEC to study QDs are high‐quality pieces of research. This review intends to show how to perform SEC in an easy way and what information can be obtained using these techniques. Most of the examples shown in this review are related to semiconductor and carbon QDs. After a brief introduction, some optoelectronic properties of QDs and the main SEC techniques are described. The capabilities of SEC for the study of QDs are illustrated with examples extracted from literature. Finally, the needs of SEC to become a user‐friendly technique and its evolution to become more powerful are commented in the last section of the review.