Catalyst investigation is a typical "trial and error" process. In order to discover a good catalyst, people usually test a huge number of potential catalyst candidates. High-throughput experimentation (HTE) is an efficient methodology for catalyst discovery and optimization. HTE is capable of synthesizing and testing hundreds of catalysts in a short period of time. And it is now becoming a widely applied tool in catalyst discovery and catalyst composition optimization. The development of high throughput experimentation in catalysis includes three steps, which are 1) design and synthesis of catalyst libraries, 2) design of the reactor system for catalytic reactions, and 3) product analysis and data reduction in a high throughput manner. Hence, in this mini-review, the recent developments of high throughput experimentation and these three steps are discussed. The review is focused on the research progress over the last few years.