As the dangers of volatile organic compounds (VOCs) and their potential as non-invasive diagnosis biomarkers have been reported, there has been a need for instrument capable of real-time and in-situ monitoring of multiple low-concentration VOCs in indoor air or human metabolites. A promising technology that can qualitatively and quantitatively analyze numerous VOCs as an alternative to conventional bench-top instruments is a micro-gas chromatography (µ-GC) system, which integrates three main components: a micro-gas preconcentrator, a µ-GC column, and a mini- or micro-detector fabricated using microelectromechanical system (MEMS) processes. This review covers the integration methods, features, and analysis capabilities of recently developed µ-GC systems and examines the materials, designs, and principles of the three main components. In addition, the challenging issues that must be addressed for the commercialization of this technology are discussed.