Leishmaniasis is a protozoan disease caused by the genus Leishmania transmitted by female phlebotomine sand flies. Surveillance of the prevalence of Leishmania and responsive vector species in endemic and surrounding areas is important for predicting the risk and expansion of the disease. Molecular biological methods are now widely applied to epidemiological studies of infectious diseases including leishmaniasis. These techniques are used to detect natural infections of sand fly vectors with Leishmania protozoa and are becoming powerful tools due to their sensitivity and specificity. Recently genetic analyses have been performed on sand fly species and genotyping using PCR-RFLP has been applied to the sand fly taxonomy. In addition a molecular mass screening method has been established that enables both sand fly species and natural leishmanial infections to be identified simultaneously in hundreds of sand flies with limited effort. This paper reviews recent advances in the study of sand flies vectors of leishmaniasis using molecular biological approaches.