Optical fiber functional devices have huge application prospects in micromechanical structures, biomedical, ocean detection, aerospace, and other fields because of their unique advantages such as small size, high sensitivity, anti-electromagnetic interference, corrosion resistance, easy integration, and multiplexing. Femtosecond laser with ultra-narrow pulse widths can effectively avoid thermal effects and can achieve high-precision optical functional structures when interacting with materials, which has been used in fiber functional device manufacturing. At present, various three-dimensional micro-nano fiber functional devices with good stability and high resolution have been prepared by femtosecond laser direct writing technology, femtosecond laser two-photon polymerization technology, and femtosecond laser-induced water breakdown technology. Herein, we introduce the recent development of fiber grating, fiber interferometer, optical waveguide, and other micro-optical devices. Further, we analyze the future development directions and prospects of femtosecond laser micro-nano processing technology.