This paper describes an introduction in both setup and rate equations of stimulated emission depletion (STED) fluorescence microscope. The methods of generating STED beam and a series of phase plates used in STED fluorescence microscope are introduced. The development of the setup on STED fluorescence microscope, including broadband STED, continuous-wave (CW) STED, multi-color STED, fast STED and single-wavelength two-photon emission (SW2PE) STED, is described. Future prospects for the development of the STED microscope experimental setup is put forward; new laser sources, new phase plates, three-dimensional (3D) super-resolution, and a variety of imaging modalities combined imaging are the main development directions in the future.