Pickering emulsion, which is stabilized by colloidal particles, has shown great promise in various fields due to its great stability and processibility. Depending on the type, size, number of colloidal particles, volume fraction of the dispersed phase, and emulsification method, various Pickering emulsions with different internal structures can easily be produced. Furthermore, according to the internal structure, the considerably different rheological properties can be achieved, from Newtonian viscous-like response to Hookean solid-like response. This strongly suggests that the rheological properties of Pickering emulsions can be tuned, especially for specific applications. In this paper, we summarize the progress in the measurement and understanding of the rheological properties of Pickering emulsions. We also categorize them into three different sections, depending on the volume fraction of the dispersed phase. Furthermore, we introduce the applications of Pickering emulsions that have recently become popular due to their distinctive rheological properties.