The Monte Carlo technique of random sampling was reviewed in this work. It plays an important role in Statistical Mechanics as well as in scientific computation especially when problems have a vast phase space. The purpose of this paper is to review a general method, suitable to fast electronic computing machines, for calculating the properties of any system which may be considered as composed of interacting particles. Concepts such as phase transition, the Ising model,ergodicity, simple sampling, Metropolis algorithm, quantum Monte Carlo and Non-Boltzmann sampling were discussed. The applications of Monte Carlo method in other areas of study aside Statistical Physics werealso mentioned.