High-resolution microscopy has opened the door to the exploration of the micro-world, while femtosecond laser has provided a measurement method for the detection of ultrafast physical/chemical phenomena. Combination of these two techniques can produce new microscopic techniques with both ultra-high spatial resolution and ultra-fast temporal resolution, and thus has great importance for exploring new scientific phenomena and mechanisms at extremely small spatial and temporal scales. This paper reviews the basic principles and properties of main international microscopic techniques with ultra-high time- and space-resolution, and introduces the latest research progress of their applications in varies fields such as characterization of optoelectronic materials and devices, monitoring of femtosecond laser micromachining, and detection of surface plasmon excitation dynamics. In order to present these research works systematically, we classify these techniques based on time and space dimensions, including the near-field multi-pulse imaging techniques, the far-field multi-pulse imaging techniques, and the far-field single-pulse imaging techniques. In chapter 2, we introduce the principles and characteristics of the ultra-high spatiotemporal resolved microscopic techniques. The near-field multi-pulse spatiotemporal microscopic techniques based on nano-probe are described in Section 2.1, which show the combination of common near-field imaging techniques such as AFM(Atomic Force Microscopy, AFM), NSOM(near-field scanning optical microscopy, NSOM), STM(Scanning Tunneling Microscope, STM) and the ultra-fast temporal detection of pump-probe technique. In section 2.2 we introduce the far-field multi-pulse spatiotemporal microscopic techniques. In contrast to near-field cases, the far-field spatiotemporal microscopic techniques have lower spatial resolution but bring more advantages of being non-invasive, non-contact, wider field of view, and faster imaging speed. In section 2.3 we introduce the far-field single-pulse spatiotemporal microscopic techniques, which use a single ultrafast light pulse to capture dynamic process at different moments in time, enabling real-time imaging of ultrafast phenomena. In chapter 3, the advances in the application of the ultra-high spatiotemporal resolved microscopic techniques have been introduced in many frontier areas, including the monitoring of femtosecond laser micromachining in section 3.1, the detection of optoelectronic materials/devices in section 3.2, the characterization of surface plasmon dynamics in section 3.3. Finally, in chapter 4, we summarize the features of all above introduced spatiotemporal microscopic techniques in a table, including the spatial/temporal resolution, advantages and disadvantages of each technique, and provides an outlook on future development trends in this research field. Looking ahead, ultra-high spatiotemporal resolved microscopy is rapidly evolving towards the trend of "smaller, faster, smarter and more extensive". Its development not only promotes the research progress of the microscopy technology, but also provides a powerful tool for various applications such as precision machining, two-dimensional material dynamics, optoelectronic device design and characterisation.