The miniaturization of medical devices is of critical importance. Micro-guidewires and catheters can access the small and narrow natural cavities of the human body, enabling micro-manipulation, imaging, detection, sampling, and drug delivery, which play essential roles in the prevention, diagnosis, and treatment of diseases. However, the standalone functionality of micro-guidewires and catheters in complex anatomical environments is often limited, creating a demand for integrating controllable functional components at their distal ends to strike a balance between compact size and versatile functionality. Traditional micro/nano fabrication techniques, such as focused ion beam milling, picosecond laser ablation, and femtosecond laser-assisted chemical etching, face challenges related to precision and design flexibility when fabricating complex functional structures. By contrast, femtosecond laser-induced two-photon polymerization stands out as one of the few effective methods capable of fabricating intricate, arbitrarily shaped three-dimensional structures with high precision on the end faces of optical fibers and capillaries. This technique facilitates high-precision, multifunctional integration, meeting the stringent demands of minimally invasive medical devices for both accuracy and functionality. Additionally, the in-situ integration of microstructures at the distal end of guidewires eliminates the complexities of traditional assembly processes, improving the integration, reliability, and performance of the devices. This technology holds great promise for advancing precision medical devices, especially in the field of minimally invasive surgical tools. The foundational principles of two-photon polymerization technology are first introduced, focusing on the use of ultrafast, high-intensity femtosecond lasers to induce polymerization in polymers. Particular attention is given to the integration of various devices at the distal ends of optical fibers. In interventional therapies, distal operational components of guidewires and catheters play a crucial role by enabling precise tasks such as positioning, gripping, and therapeutic drug delivery. The tips of optical fibers can host various sensors, such as those for biomolecular sensing, force sensing, and blood flow velocity measurement, which enable the detection of and feedback on microcavity conditions. Furthermore, femtosecond laser-induced two-photon polymerization (fs-TPP) is particularly well-suited for fabricating high-performance imaging components with smooth surfaces. The direct integration of imaging elements at the distal ends of optical fibers reduces optical transmission losses, minimizes the need for alignment adjustments in imaging systems, and significantly enhances the flexibility and portability of imaging devices. When biopsies or micro-manipulation of lesion sites are required, micro-guidewires equipped with controllable micro-fluidic chip or micro-grippers enable precise operations. Finally, future development trends are explored. To minimize iatrogenic trauma caused by repeated insertions of guidewires and catheters, it is imperative to integrate multiple functions, including sensing, imaging, manipulation, and drug delivery, into a single device. Significant advancements have been made in leveraging two-photon polymerization technology to integrate microdevices at the end faces of optical fibers and capillaries. The inherent large aspect ratio of optical fibers and capillaries makes them particularly well-suited for applications as guidewires and catheters in interventional therapies—a potential that has often been underappreciated. Consequently, there is a pressing need to explore how existing research findings on optical fibers and capillaries can be effectively translated into biomedical engineering applications. This review aims to summarize the requirements of minimally invasive interventional therapies and the current state of research, offering valuable insights and guidance for the future development of interventional medical devices.