With the improvement and development of micro-mechanical manufacturing technology, people can produce an increasing variety of micro-electromechanical systems in recent years, such as micro-satellite thrusters, micro-sensors, micro-aircrafts, micro-medical devices, micro-pumps, and micro-motors. At present, these micro-mechatronic systems are driven by traditional energy power systems, but these traditional energy power systems have such disadvantages as short endurance time, large size, and low energy density. Therefore, efforts were made to study micro-energy dynamical systems with small size, light gravity, high density and energy, and long duration so as to provide continuous and reliable power for these systems. In general, the micro-thermal photoelectric system not only has a simple structure, but also no moving parts. The micro-thermal photoelectric system is a micro-energy power system with good application prospects at present. However, as one of the most important structural components of micro-thermal photoelectric systems, the microburner, is the key to realize the conversion of fuel chemical energy to electric energy in micro-thermal photoelectric system. The studies of how to improve the flame stability and combustion efficiency are very necessary and interesting. Thus, some methods to improve the performance of micro-burners were introduced and summarized systematically, hoping to bring some convenience to researchers in the field.