Continuous seismic observation of volcanic earthquakes related to migration of magma or gas, is one of the most important methods used to monitor active volcanoes. In this review paper, we introduce the characteristics of volcanic earthquakes and their classification based on locations of foci, waveforms, frequencies, lithology, and source mechanisms. We also present some examples of successful warnings of volcanic eruptions and the present status of some observations of volcanic earthquakes in Japan, the United States, Italy, and New Zealand.