Owing to their exceptional properties, hard materials such as advanced ceramics, metals and composites have enormous economic and societal value, with applications across numerous industries. Understanding their microstructural characteristics is crucial for enhancing their performance, materials development and unleashing their potential for future innovative applications. However, their microstructures are unambiguously hierarchical and typically span several length scales, from sub-ångstrom to micrometres, posing demanding challenges for their characterization, especially for in situ characterization which is critical to understanding the kinetic processes controlling microstructure formation. This review provides a comprehensive description of the rapidly developing technique of ultra-small angle X-ray scattering (USAXS), a nondestructive method for probing the nano-to-micrometre scale features of hard materials. USAXS and its complementary techniques, when developed for and applied to hard materials, offer valuable insights into their porosity, grain size, phase composition and inhomogeneities. We discuss the fundamental principles, instrumentation, advantages, challenges and global status of USAXS for hard materials. Using selected examples, we demonstrate the potential of this technique for unveiling the microstructural characteristics of hard materials and its relevance to advanced materials development and manufacturing process optimization. We also provide our perspective on the opportunities and challenges for the continued development of USAXS, including multimodal characterization, coherent scattering, time-resolved studies, machine learning and autonomous experiments. Our goal is to stimulate further implementation and exploration of USAXS techniques and inspire their broader adoption across various domains of hard materials science, thereby driving the field toward discoveries and further developments.