Dispersed micro- to nano-particle-laden gas flows are common in many engineering and environmental applications. Characterizing both their dispersed and carrier phase using experimental methods is very important for determining their properties and behavior. This paper reviews techniques for measuring the carrier phase, as well as the dispersed particles ranging from the micro- to the nano-scale. We focus not only on the developments of specific techniques over the last 20 years, but also on relationships and comparisons among these techniques. In addition to a systematic description and classification of these methods, we discuss the parameters they measure, such as particle velocity, size, composition and concentration. A more detailed review is provided for several important measurement techniques, including particle image velocimetry, the phase-Doppler particle analyzer and light-scattering intensity measurements for microparticles, as well as the scanning mobility particle sizer, the fast mobility particle sizer and the electrical low pressure impactor for nano-particles. The founding principles, development histories, various applications of these techniques and where they are going are summarized. This article provides a resource for investigators that plan to study micro- or nano-particle-laden gas flows in various contexts.