Microholes are extensively used as a common structure in various fields, including aviation, biology, chemical industry, and new energy. The femtosecond laser pulse possesses unique advantages with respect to drilling high-quality and high-aspect-ratio microholes owing to its ultrashort duration and ultrahigh peak intensity. In this study, the research progress of femtosecond laser microhole drilling on non-metallic materials and its applications in recent years, including the temporally/spatially shaped femtosecond laser pulse microhole drilling based on electron dynamic control, laser irradiation followed by chemical etching microhole drilling, vacuum environment microhole drilling, back-surface liquid-assisted microhole drilling, and environment-temperature-controlled microhole drilling, are reviewed. Furthermore, the challenges associated with the mechanisms and methodologies of femtosecond laser microhole drilling on non-metallic materials are analyzed.