Micro-cylindrical electronic devices represent a rapidly emerging class of electronics distinguished by their unique geometries and superior mechanical properties. These features enable a broad range of applications across fields such as wearable fibric devices, surgical robotics, and implantable medical devices. The choice of micro-cylindrical substrate materials is crucial in determining device performance, as their high curvature and excellent flexibility offer an ideal foundation for functional integration. This paper systematically reviews a wide array of substrate materials suitable for micro-cylindrical electronic devices, analyzing their differences and application potential in terms of mechanical stability, biocompatibility, and processability. The unique requirements of micro-cylindrical devices, specifically their flexibility, integrative capabilities, and lightweight nature, challenge conventional planar fabrication processes, which often fall short of meeting these demands. Thus, we further examine custom fabrication techniques tailored for micro-cylindrical electronics, assessing advantages, limitations, and specific applications of each approach. Additionally, we analyze the current application requirements and developmental progress of these devices across multiple fields. This review also outlines future directions in this field, focusing on enhancing fabrication precision, improving material compatibility and biocompatibility, and advancing integration and intelligent functionalities. With a comprehensive overview, this review aims to provide a valuable reference for the research and development of micro-cylindrical electronic devices, promoting technological advancements and innovation in emerging applications.