We review our recent experimental realization and investigation of a spin–orbit (SO) coupled Bose–Einstein condensate (BEC) and quantum degenerate Fermi gas. By using two counter-propagating Raman lasers and controlling the different frequency of two Raman lasers to engineer the atom–light interaction, we first study the SO coupling in BEC. Then we study SO coupling in Fermi gas. We observe the spin dephasing in spin dynamics and momentum distribution asymmetry of the equilibrium state as hallmarks of SO coupling in a Fermi gas. To clearly reveal the property of SO coupling Fermi gas, we also study the momentum-resolved radio-frequency spectroscopy which characterizes the energy–momentum dispersion and spin composition of the quantum states. We observe the change of fermion surfaces in different helicity branches with different atomic density, which indicates that a Lifshitz transition of the Fermi surface topology change can be found by further cooling the system. At last, we study the momentum-resolved Raman spectroscopy of an ultracold Fermi gas.