Lock-in amplifiers are key devices in numerous instruments used in the optical sciences or in optical equipment in the industry. In many experimental configurations, they represent the means to reliably detect and record small signals. The purpose of this text is to provide a step-by-step introduction to this technique. The first part explains how modulation is used to extract a signal from noise and describes different types of modulation. The focus shifts from electronics to optics in the second part, which covers lock-in amplifier applications in optical instruments. The book is intended for readers who want to better understand instruments and experiments based on lock-in detection and/or to design (and perform) new experiments in which lock-in amplifiers are applied.