The suitability of using diffusion couples for the measurement of both phase equilibria and diffusivities is shown for the field of transition metal carbides and nitrides. Examples of the binary, ternary and quaternary systems Ti-N, Nb-N, Hf-N, Nb-C, Ta-C, Ti-Zr-N and TiCN-Ni are explained, together with preparation, investigation and evaluation techniques. The main topics, emphasized for binary systems in particular, are the investigation of phase equilibria by means of isothermal and temperature-gradient diffusion couples, the measurement of concentration-independent diffusivities from layer-growth data, the usefulness of wedge-shaped diffusion couples for the determination of both diffusivities and phase equilibria studies, and the evaluation of concentration-dependent diffusivities from diffusion profiles.