The kinetic aspects of powder material electrochemistry can be studied using the cavity microelectrode (CME) as it allows carrying out voltammetry at scan rates between a few millivolts per second to several hundreds of volts per second. Thus, significant voltammogram characteristics-scan rate profiles can be drawn. Theoretical models suited to each material needs to be developed for their exploitation. First, we report significant results obtained with CME on powder materials. The materials studied were chosen for their wide variety of possible applications such as battery materials (polyaniline or Bi2O3, which modifies the electrochemical behavior of materials in which it is included), supercapacitor (carbon black), and for the electrocatalytic hydrogenation of organic compounds (PtO2). Secondly, we briefly describe the general action for establishing models to obtain a better understanding of the electrochemical processes.