One of the major challenges of contemporary physics is to understand the behavior of matter at extreme conditions of temperature, pressure, density and electromagnetic fields. It is relevant to many branches of physics like astrophysics, nuclear physics and quantum physics due to wide occurrence of such states of matter in the universe. Warm dense matter (WDM) defined by a temperature of few electron volts and densities comparable and greater than the solid density, occurs during the implosion phase of thermonuclear fusion and is a non-trivial problem to create and probe it. This book introduces the subject, briefly describe the available options to probe WDM and use spectrally resolved inelastic X-ray scattering method to demonstrate its potential use as a standard diagnostic technique. Three state of the art methods to create WDM are used to demonstrate its applications. The book would be beneficial for the students and researchers working in simulation codes to understand the complex systems occur in strongly correlated dense plasmas relevant to the planetary science, cold star physics and to the indirect driven inertial confinement fusion research.