The understanding of optical pulse evolution during the propagation in a light transmitting medium is essential for the design of the optical telecommunication links [1,2], supercontinuum sources , and self-pulsing mode locked lasers . In this chapter we discuss the numerical techniques used in the modelling of optical pulse propagation in optical fibres. In particular we give a detailed description of the splitstep Fourier method (SSFM). This relatively simple algorithm is routinely used while studying pulse propagation in optical fibres. We start with a short introduction in section “Introduction” after which we derive the nonlinear Schrödinger equation (NSE) in section “Propagation of Optical Pulses in Fibres.” In the third section, we discuss the application of the SSFM to the solution of the NSE and outline how this numerical technique can be extended so that it is applicable to simulations of the supercontinuum generation.