Knudsen effusion mass spectrometry or high-temperature method of mass spectrometry for decades gives new information about saturated vapor of hardly volatile compounds and it is an important method in the discovery of many new molecules, radicals, ions and clusters present in the gas phase. Since pioneering works until now, this method has been successfully applied to a large number of systems (ores, oxides, ceramics, glass materials, borides, carbides, sulfides, nitrates, metals, fullerenes, etc) which led to the establishment of various research branches such as chemistry of clusters. This paper describes the basic principles of Knudsen cell use for both identification of chemical species created in the process of evaporation and determination of their ionization energies. Depending on detected ions intensities and the partial pressure of each gaseous component, as well as on changes in partial pressure with temperature, Knudsen cell mass spectrometry enables the determination of thermodynamic parameters of the tested system. A special attention is paid to its application in the field of small heterogeneous and homogeneous clusters of alkali metals. Furthermore, experimental results for thermodynamic parameters of some clusters, as well as capabilities of non-standard ways of using Knudsen cells in the process of synthesis of new clusters are presented herein.