The study of the fabrication, material selection, and properties of microstructured polymer optical fibers (MPOFs) has long attracted great interest. This ever-increasing interest is due to their wide range of applications, mainly in sensing, including temperature, pressure, chemical, and biological species. This manuscript reviews the manufacturing of MPOFs, including the most recent single-step process involving extrusion from a modified 3D printer. MPOFs sensing applications are then discussed, with a stress on the benefit of using polymers.