Conventional-sized specimens have been well and widely applied in research on hydrogen embrittlement. However, when the limited-size core components (nozzles and valves, etc.) of hydrogen energy equipment are evaluated for service damage, traditional testing with conventional-sized samples is no longer applicable and micro-sample testing methods are required. In this paper, recent progress in the characterization of hydrogen embrittlement achieved via a small-sized sample tensile test, small punch test and nanoindentation test is reviewed. The commonly used geometries and dimensions of various small-sized specimens are first described and the in situ hydrogen-containing environment testing cases equipped with small-sized specimens are presented, proving the advantages of direct observations of hydrogen influences on the mechanical property and microstructure evolution. Then, the quantitative analysis of hydrogen embrittlement sensitivity involving a small punch test is discussed, with a focus on the comparisons of the hydrogen embrittlement index calculated using different definition methods. Finally, the nanoindentation test of investigation on the interaction between hydrogen and dislocation in metals and the effect of indentation strain rate are summarized. Furthermore, the specific research directions and applications of micro-size specimens for further investigation on hydrogen embrittlement are identified.