Abstract Micro‐scale energy storage devices emerge as a research hotspot in the field of energy storage due to their particular demands in areas such as wearable devices, implantable medical devices, Internet of Things sensors, micro‐electromechanical systems. The 3D structural designs of these devices show significant potential for enhancing energy storage performance by enabling high active material loading, efficient ion/electron transport within limited spaces. This review highlights the research progress of micro‐scale energy storage devices designed with 3D structures, with a particular focus on various fabrication methods for 3D structural electrodes, the state‐of‐the‐art performance of two dominant device categories: micro‐supercapacitors and micro‐batteries. Furthermore, addressing the current challenges faced by 3D micro energy storage devices, such as scalable fabrication, material stability, compatibility, ecological, and safety concerns, proposed solutions, and future development directions are presented.