Visual selection in primates is intricately linked to eye movements, which are generated by a network of cortical and subcortical neural circuits. When visual selection is performed covertly, without foveating eye movements toward the selected targets, a class of fixational eye movements, called microsaccades, is still involved. Microsaccades are small saccades that occur when maintaining precise gaze fixation on a stationary point, and they exhibit robust modulations in peripheral cueing paradigms used to investigate covert visual selection mechanisms. These modulations consist of changes in both microsaccade directions and frequencies after cue onsets. Over the past two decades, the properties and functional implications of these modulations have been heavily studied, revealing a potentially important role for microsaccades in mediating covert visual selection effects. However, the neural mechanisms underlying cueing effects on microsaccades are only beginning to be investigated. Here we review the available causal manipulation evidence for these effects’ cortical and subcortical substrates. In the superior colliculus (SC), activity representing peripheral visual cues strongly influences microsaccade direction, but not frequency, modulations. In the cortical frontal eye fields (FEF), activity only compensates for early reflexive effects of cues on microsaccades. Using evidence from behavior, theoretical modeling, and preliminary lesion data from the primary visual cortex and microstimulation data from the lower brainstem, we argue that the early reflexive microsaccade effects arise subcortically, downstream of the SC. Overall, studying cueing effects on microsaccades in primates represents an important opportunity to link perception, cognition, and action through unaddressed cortical-subcortical neural interactions. These interactions are also likely relevant in other sensory and motor modalities during other active behaviors.