As a promising technology, microreactors have been regarded as a potential candidate for heterogeneous catalytic reactions as they inherently allow the superior advantages of precise flow control, efficient reactant transfer, flexible operation, etc. However, the wide market penetration of microreactors is still facing severe challenges. One of the most important reasons is the preparation of a high–performance catalytic layer in the microreactor because it can directly influence the catalytic activity and stability the reactor and thus the deployment the microreactor technology. Hence, significant progress in depositing nanocatalysts in microreactors has been made in the past decades. Herein, the methods, principles, recent advances, and challenges in the preparation of the catalyst layer in microreactors were presented. A general description of the physicochemical processes of heterogeneous catalytic reactions in microreactors were first introduced. Then, recent advances in catalyst layer preparation in microreactors were systematically summarized. Particular attention was focused on the most common sol–gel method and its latest developments. Some new strategies proposed recently, including bio–inspired electroless deposition and layer–by–layer self–assembly, were also comprehensively discussed. The remaining challenges and future directions of preparing the catalytic layer in microreactors with high performance and low cost were highlighted.