The principles of X-ray capillary optics are described and different types of capillary optical elements are discussed, especially, the main parameters of these optical elements such as intensity gain, focal spot size, beam divergence, etc. Details are given and experimental results for these parameters are presented. Furthermore, various application examples in micro X-ray fluorescence analysis for the determination of the two dimensional elemental distribution at sample surfaces as well as depth profiling are presented. Finally, the suitability of capillary optics for different diffractrometric investigations is shown, especially, examples for single crystal, polycrystal and powder diffractometry also with high lateral resolution and real time diffractometry are presented.