Red supergiant is a critical evolutionary phase of massive stars, with high luminosity, low effective temperature, strong mass-loss, and fabulous ending as Type IIP supernova. I will present an investigation of evolved massive stars in the Magellanic Clouds, in particular of the red supergiant stars (RSGs). Two large, clean, magnitude-limited multiwavelength source catalogs for the LMC and SMC were constructed, respectively. By using the MIST models and empirical cuts, more than 10k massive star candidates were identified and ranked in the MCs. The most comprehensive RSG sample (1,239 secure RSG candidates) for the SMC up to now was also established. The total number of RSGs and total dust budget produced by entire RSG population was estimated. The Geneva evolutionary model was compared with the RSG sample at SMC metallicity, showing a good agreement and lower limit of initial mass (7 or 6 Msun) for the RSG population. After removing the foreground contamination, the RSG and AGB populations in the MCs were well separated at TRGB for the first time.