Diffusion magnetic resonance imaging (dMRI) is sensitive to the mobility of water in tissue and sensitive to cell geometry and organization in the central nervous system — providing unique insight into both local microstructure and white matter connectivity. Most dMRI methods were developed for studying cerebral white matter but can provide useful information about cerebellar white and gray matter. However, the small size and intricate structure of the cerebellum poses challenges for dMRI. In this review, we discuss these challenges, recent advancements in methodology, and insights from cerebellar applications of novel dMRI methods. While many limitations still remain and should be considered in conclusions regarding microstructure and connectivity, carefully designed experiments and analyses can provide new insight into behavioral and pathological aspects of cerebellar structure and function.