A scanning tunneling microscope-based multi-axis measuring system is specially developed for the on-machine measurement of three-dimensional (3D) microstructures, to address the quality control difficulty with the traditional off-line measurement process. A typical 3D microstructure of the curved compound eye was diamond-machined by the slow slide servo technique, and then the whole surface was on-machine scanned three-dimensionally based on the tip-tracking strategy by utilizing a spindle, two linear motion stages, and an additional rotary stage. The machined surface profile and its shape deviation were accurately measured on-machine. The distortion of imaged ommatidia on the curved substrate was distinctively evaluated based on the characterized points extracted from the measured surface. Furthermore, the machining errors were investigated in connection with the on-machine measured surface and its characteristic parameters. Through experiments, the proposed measurement system is demonstrated to feature versatile on-machine measurement of 3D microstructures with a curved substrate, which is highly meaningful for quality control in the fabrication field.