Since its first application toward displacement measurements in the early-1960s, laser feedback interferometry has become a fast-developing precision measurement modality with many kinds of lasers. By employing the frequency-shifted optical feedback, microchip laser feedback interferometry has been widely researched due to its advantages of high sensitivity, simple structure, and easy alignment. More recently, the laser confocal feedback tomography has been proposed, which combines the high sensitivity of laser frequency-shifted feedback effect and the axial positioning ability of confocal microscopy. In this paper, the principles of a laser frequency-shifted optical feedback interferometer and laser confocal feedback tomography are briefly introduced. Then we describe their applications in various kinds of metrology regarding displacement measurement, vibration measurement, physical quantities measurement, imaging, profilometry, microstructure measurement, and so on. Finally, the existing challenges and promising future directions are discussed.