Learning is a continuous process, and through the process of learning, people acquire or construct new knowledge; this knowledge is evaluated implicitly or explicitly (Hofer, 2000). Research on beliefs about knowledge has become an important field of inquiry in educational research (Hofer & Pintrich, 1997). This field of research has emerged as a way of investigating students' epistemological beliefs (Perry, 1970). Perry (1970) was the first scholar to conduct empirical research with college students to investigate their intellectual development. Since then, research on personal epistemology has been extended to be now divided into three broad categories: developmental perspective (Perry, 1970; Belenky et. al, 1986; Baxter Magolda, 1992; King & Kitchener, 1994; Kuhn, 1995), personal epistemology (Shommer-Aikins, 2002), and alternative concepts of personal epistemology (Hofer & Pintrich, 1997; Hammer & Elby, 2002). The aim of reviewing the three categories is to have a deep understanding of the construct of personal epistemology, how it has been investigated, and how the models overlap. There will be also a review of the implications of epistemology in learning and teaching.