A tissue biopsy is usually a critical aspect in guiding appropriate initial management in patients with musculoskeletal tumours. We have previously outlined the role of intra-operative frozen section in both the determination of adequacy of a biopsy and for its diagnostic utility. In this article, the options and techniques for intra-operative pathological evaluation, namely frozen section, fine needle aspiration cytology and touch imprint cytology are reviewed. Frozen section examination may be applicable in the following Sections, including (1) at core biopsy, (2) at surgical margins, (3) at confirming diagnosis prior to definitive treatment or to evaluate tumour spread, and (4) at establishing a diagnosis of a metastasis prior to intramedullary nailing. There are also situations in which frozen section is inappropriate. Pitfalls associated with frozen sections are also highlighted. There are also cost implications, which we have quantified, of performing frozen sections. In our experience that the use of intra-operative pathological evaluation reduces the non-diagnostic rate of bone and soft tissue sarcoma biopsies, eliminates the need for re-biopsy hence alleviating stress, and is a useful addition to the armamentarium in evaluating musculoskeletal tumours.