Laser cooling of solids was first proposed by Pringsheim in 1929, more than 30 years before the invention of laser. With the advantages of being compact and free of vibration and cryogen, the laser cooling of solids shows very promising applications such as all solid-state cryocoolers and atheraml lasers. The basic principle of laser cooling in solids is based on the anti-Stokes luminescence, during which the emitted photons carry more energy than the incident photons. The thermal energy contained in lattice vibrations in solids is carried away by the emitted photons during the anti-Stokes luminescence processes resulting in the cooling of solids. To achieve net laser cooling, there are very strict requirements for materials: high external quantum efficiency, high crystalline quality and properly spaced energy levels. So far, the materials suitable for laser cooling are confined to rare-earth doped glasses or direct band gap semiconductors due to those special requirements.