Dust explosion is a high-risk industrial accident, where microstructural changes play a critical role during the explosion process. However, conventional experimental methods struggle to capture the dynamic changes during explosions, which leads to limitations in understanding the mechanisms of dust explosions. This paper explores the advantages of applying synchrotron radiation small-angle X-ray scattering (SAXS) in dust explosion research. By leveraging its high temporal resolution (millisecond to nanosecond) and nanoscale structural probing capabilities, SAXS can provide real-time analysis of microstructural changes during dust explosions. The challenges and recent breakthroughs in using this method for dust explosion research are discussed. Furthermore, the potential applications of this method in risk assessment and explosion prevention are also envisioned.