The concept of quantum confinement has led to the observation of quantum size effects in isolated quantum well heterostructures and is closely related to superlattices through the tunneling phenomena. Semiconductor superlattice heterostructures have been applied in many electric and optical devices. A semiconductor superlattice is made of two semiconductor materials deposited alternately on each other to form a periodic structure in the growth direction. These materials with different band gap have a thickness at the nanoscale and form quantum well and barrier of electrons, respectively. Besides the materials and their thickness, interface structures may influence the properties of a semiconductor superlattice well. This presentation is going to focus on the application of TEM techniques in characterizing some semiconductor superlattice heterostructures.