Metal halide perovskites (MHPs) have emerged as the most promising materials due to superior optoelectronic properties and great applications spanning from photovoltaics to photonics. Absorption spectroscopy provides a broad and deep insight into the carrier dynamics of MHPs, and is a critical complement to fluorescence and scattering spectroscopy. However, absorption spectroscopy is often misunderstood or underestimated, being seen as UV-vis spectroscopy only, which can lead to various misinterpretations. In fact, absorption spectroscopy is one of the most important branches of spectroscopic techniques (others including fluorescence and scattering), which plays a critical role in understanding the electronic structure and optoelectrical dynamics of MHPs. In this tutorial, the basic principles of various types of absorption spectroscopy as well as their recent developments and applications in MHP materials and devices are summarized, covering comprehensive advances in steady state and transient absorption spectroscopy. Given the significance of absorption spectroscopy in directing the design of different optoelectronic applications of MHPs, this tutorial will comprehensively discuss absorption spectroscopy, covering wavelengths from optical to terahertz (THz) and microwave, and timescales from femtoseconds to hours, and it specifically focuses on time-dependent steady-state and transient absorption spectroscopy under light illumination bias to study MHP materials and devices, allowing researchers to select suitable characterization techniques.