This paper reports the overall fabrication process of microstructured polymer optical fibres (mPOFs). mPOF fabrication involves a two-step process: on the one hand, the design and creation of a preform containing a large-scale version of the desired fibre and, on the other, the precise heating and drawing of the preform to the final fibre. The preforms are produced either by an improved drilling technique or by capillary stacking. For a correct and accurate drawing of the fibre, a controlled and precise heating unit has to be designed, an issue that will be explained in detail in this work. The quality and optical performance of the final mPOF depends strongly on key factors such as the preform annealing, the accuracy of the technique selected for the creation of the preform structure, the heating stage, as well as on the drawing parameters. All of them are analysed in detail and some drawn mPOFs of interest are reported as well.