Quantum cascade lasers (QCLs) are promising infrared coherent sources. Thanks to the quantum theory and band-gap engineering, QCL can access the wavelength in the range from 3 to 100 microm. Since the fingerprint spectrum of most gases are located in the mid-infrared range, mid-infrared quantum cascade laser based gas sensing technique has become the research focus world wide because of its high power, narrow linewidth and fast scanning. Recent progress in the QCL technology leads to a great improvement in laser output power and efficiency, which stimulates a fast development in the infrared laser spectroscopy. The present paper gives a broad review on the QCL based spectroscopy techniques according to their working principles. A discussion on their applications in gas sensing and explosive detecting is also given at the end of the paper.