The utilization of scanning transmission electron microscopy (STEM) in conjunction with cathodoluminescence (CL) has emerged as a valuable tool for the investigation of material optical properties. In recent years, this technique has facilitated significant advancements in the fields of plasmonics and quantum emitters by surpassing prior technical restrictions. The review commences by providing an outline of the diverse STEM-CL operating modes and technical aspects of the instrumentation. The review explains the fundamental physics of light production under electron beam irradiation and the physical basis for interpreting STEM-CL experiments for different types of excitations. Additionally, the review compares STEM-CL to other related techniques such as scanning electron microscope CL, photoluminescence, and electron energy-loss spectroscopy.