Ceramic fibers have the advantages of high temperature resistance, light weight, favorable chemical stability and superior mechanical vibration resistance, which make them widely used in aerospace, energy, metallurgy, construction, personal protection and other thermal protection fields. Further refinement of the diameter of conventional ceramic fibers to microns or nanometers could further improve their thermal insulation performance and realize the transition from brittleness to flexibility. Processing traditional two-dimensional (2D) ceramic fiber membranes into three-dimensional (3D) ceramic fiber aerogels could further increase porosity, reduce bulk density, and reduce solid heat conduction, thereby improving thermal insulation performance and expanding application areas. Here, a comprehensive review of the newly emerging 2D ceramic micro-nanofiber membranes and 3D ceramic micro-nanofiber aerogels is demonstrated, starting from the presentation of the thermal insulation mechanism of ceramic fibers, followed by the summary of 2D ceramic micro-nanofiber membranes according to different types, and then the generalization of the construction strategies for 3D ceramic micro-nanofiber aerogels. Finally, the current challenges, possible solutions, and future prospects of ceramic micro-nanofiber materials are comprehensively discussed. We anticipate that this review could provide some valuable insights for the future development of ceramic micro-nanofiber materials for high temperature thermal insulation.