Understanding the brain's intricate dynamics across multiple scales-from cellular interactions to large-scale brain behavior-remains one of the most significant challenges in modern neuroscience. Two key concepts, entropy and complexity, have been increasingly employed by neuroscientists as powerful tools for characterizing the interplay between structure and function in the brain across scales. The flexibility of these two concepts enables researchers to explore quantitatively how the brain processes information, adapts to changing environments, and maintains a delicate balance between order and disorder. This review illustrates the main tools and ideas to study neural phenomena using these concepts. This review does not delve into the specific methods or analyses of each study. Instead, it aims to offer a broad overview of how these tools are applied within the neuroscientific community and how they are transforming our understanding of the brain. We focus on their applications across scales, discuss the strengths and limitations of different metrics, and examine their practical applications and theoretical significance.