High-resolution microscopy has opened the door to the exploration of the micro-world, while femtosecond laser has provided a measurement method for detecting ultrafast physical/chemical phenomena. Combination of these two techniques can produce new microscopic techniques with both ultra-high spatial resolution and ultra-fast temporal resolution, and thus has great importance in exploring new scientific phenomena and mechanisms on an extremely small spatial scale and temporal scale. This paper reviews the basic principles and properties of main microscopic techniques with ultra-high temporal resolution and spatial resolution, and introduces the latest research progress of their applications in various fields such as characterizing optoelectronic materials and devices, monitoring femtosecond laser micromachining, and detecting surface plasmon excitation dynamics. In order to conduct these researches systematically, we group these techniques based on time dimension and space dimension, including the near-field multi-pulse imaging techniques, the far-field multi-pulse imaging techniques, and the far-field single-pulse imaging techniques. In Section 2, we introduce the principles and characteristics of the ultra-high spatiotemporally resolved microscopic techniques. The near-field multi-pulse spatiotemporally microscopic techniques based on nano-probe are described in Subsection 2.1, in which is shown the combination of common near-field imaging techniques such as atomic force microscopy (AFM), near-field scanning optical microscopy (NSOM), scanning tunneling microscope (STM), and the ultra-fast temporal detection of pump-probe technique. In Subsection 2.2, we introduce the far-field multi-pulse spatiotemporal microscopic techniques. In contrast to near-field cases, the far-field spatiotemporal microscopic techniques have lower spatial resolution but possess more advantages of being non-invasive and non-contact, wider field of view, and faster imaging speed. In Subsection 2.3 we introduce the far-field single-pulse spatiotemporal microscopic techniques, in which is used a single ultrafast light pulse to capture dynamic processes at different moments in time, thereby enabling real-time imaging of ultrafast phenomena. In Section 3 , the advances in the application of the ultra-high spatiotemporal resolved microscopic techniques are introduced in many frontier areas, including the monitoring of femtosecond laser micromachining in Subsection 3.1, the detection of optoelectronic materials/devices in Subsection 3.2, and the characterization of surface plasmon dynamics in Subsection 3.3. Finally, in Section 4, we summarize the features of all above-mentioned spatiotemporal microscopic techniques in a table, including the spatial resolution and temporal resolution, advantages and disadvantages of each technique, and we also provide an outlook on future development trend in this research field. Looking forward to the future, ultra-high spatiotemporally resolved microscopy will develop rapidly toward the goal of "smaller, faster, smarter and more extensive". Its development not only promotes the research of the microscopy technology, but also provides a powerful tool for various practical applications such as precision machining, two-dimensional material dynamics, optoelectronic device design and characterization.