With the advancements in the field of infrared micro-optical technologies, the preparation of infrared micro-optical devices with high precision has attracted increased attention. There are many shortcomings in the traditional preparation technology. However, the femtosecond laser is suitable for preparing infrared micro-optical components because of its ultra-fast characteristics. Taking lens array, compound eye, grating, optical waveguide and photonic crystal as examples, the development of infrared micro-optical components with the femtosecond laser using different materials and manufacturing methods is introduced. The materials used are the infrared semiconductor, chalcogenide glass, and infrared polymer. The methods used are the femtosecond laser-induced chemical etching, femtosecond laser-assisted wet etching, and femtosecond laser-assisted dry etching. The applications and specific cases are discussed, and the future development trend of this technology is presented.