Confinement of alpha particles is essential for fusion ignition and alpha physics studies are a major goal of the TFTR, JET, and ITER DT experiments, but alpha measurements remain one of the most challenging plasma diagnostic tasks. The pellet charge exchange (PCX) diagnostic has successfully measured the radial density profile and energy distribution of fast (0.5–3.5 MeV) confined alpha particles in TFTR. This article describes the diagnostic capabilities of PCX demonstrated on TFTR and discusses the prospects for applying this technique to ITER. Major issues on ITER include the pellet’s perturbation to the plasma and obtaining satisfactory pellet penetration into the plasma.