Long non-coding RNAs (lncRNAs), which represent a new frontier in molecular biology, play important roles in regulating gene expression at epigenetic, transcriptional and post-transcriptional levels. More and more lncRNAs have been found to play important roles in normal cell physiological activities, and participate in the development of varieties of tumors and other diseases. Previously, we have only been able to determine the function of lncRNAs through multiple mechanisms, including genetic imprinting, chromatin remodeling, splicing regulation, mRNA decay, and translational regulation. Application of technological advances to research into the function of lncRNAs is extremely important. The major tools for exploring lncRNAs include microarrays, RNA sequencing (RNA-seq), Northern blotting, real-time quantitative reverse transcription-polymerase chain reaction (qRT-PCR), fluorescence in situ hybridization (FISH), RNA interference (RNAi), RNA-binding protein immunoprecipitation (RIP), chromatin isolation by RNA purification (ChIRP), crosslinking-immunopurification (CLIP), and bioinformatic prediction. In this review, we highlight the functions of lncRNAs, and advanced methods to research lncRNA-protein interactions.