The atomic pair distribution function(PDF) reveals the interatomic distance in a material directly in real-space. It is a very powerful method to characterize the local structure of materials. With the help of the third generation synchrotron facility and spallation neutron source worldwide, the PDF method has developed quickly both experimentally and theoretically in recent years. Recently this method was successfully implemented at the Shanghai Synchrotron Radiation Facility(SSRF). The data quality is very high and this ensures the applicability of the method to study the subtle structural changes in complex materials. In this article, we introduce in detail this new method and show some experimental data we collected. The atomic pair distribution function (PDF) reveals the interatomic distance in a material directly in real-space. It is a very powerful method to characterize the local structure of materials. With the help of the third generation synchrotron facility and spallation neutron source worldwide, the PDF method has developed quickly both experimentally and theoretically in recent years. Recently this method was successfully implemented at the Shanghai Synchrotron Radiation Facility (SSRF). The data quality is very high and this ensures the applicability of the method to study the subtle structural changes in complex materials. In this article, we introduce in detail this new method and show some experimental data we collected.