The high viscosity and unusual properties of room temperature ionic liquids (RTILs) present a number of challenges when performing steady-state voltammetry and scanning electrochemical microscopy in RTILs. These include difficulties in recording steady-state currents at ultramicroelectrode surfaces due to low diffusion coefficients of redox species and problems associated with unequal diffusion coefficients of oxidised and reduced species in RTILs. In this tutorial review, we highlight the recent progress in the use of RTILs as electrolytes for ultramicroelectrode voltammetry and SECM. We describe the basic principles of ultramicroelectrode voltammetry and SECM and, using examples from the recent literature, we discuss the conditions that must be met to perform steady-state voltammetry and SECM measurements in RTILs. Finally, we briefly discuss the electrochemical insights that can be obtained from such measurements.