With the continuous development and implementation of the Internet of Things (IoT), the growing demand for portable, flexible, wearable self‐powered electronic systems significantly promotes the development of micro‐electrochemical energy storage devices (MEESDs), such as micro‐batteries (MBs) and micro‐supercapacitors (MSCs). By overcoming the limitations of traditional fabrication processes, 3D printing techniques have been attracting much attention in recent years. Theoretically, 3D printing technologies can manufacture any customized arbitrary geometry and structure of electrodes and other components by fast prototyping at a relatively low cost to achieve desirable electrochemical performance and simplified integration. To that end, a comprehensive review of recent progress on the applications of 3D printing in MEESDs is presented herein. Emphasis is given to the generally classified seven types of 3D printing techniques (their working principle, process control, resolution, advantages, and disadvantages), their applications to fabricate electrodes, and other components with different configurations. Finally, the integration of other electronics into MEESDs and a future perspective on the research and development direction in this important field are further discussed.