Pancreatic cystic lesions include both benign and malignant lesions. The prognosis really differs. Endoscopic ultrasound guided biopsy is favored because it can directly obtain the cystic fluid, cytological or histological specimens to assist diagnosis of the lesions. This article reviews the application of endoscopic ultrasound guided biopsy in the diagnosis of pancreatic cystic lesions. Compared with FNA, most of the research results support FNB for its capability to obtain adequate histological specimen. While the newly emerging technology MFB has also shown great performance in both acquiring histological specimen and diagnostic value.