The purpose of this book is to introduce the real variable theory of HP spaces in short and its applications to some respects in analysis fields. The classical HP spaces on the unit circle or upper half-plane are defined by the aid of complex method. The theory of these spaces plays an important role in the study of the classical Fourier analysis. It is natural to extend the definitions of these spaces to higher dimensional case along with the development of the Fourier analysis on Euclidean spaces.