The terahertz wave has great potential in deep space exploration, nondestructive testing, communication and security inspection because of its characteristics of electronics and photonics. The rapid development of terahertz technology in recent years is inseparable from the continuous progress of terahertz vacuum electronic devices. Due to the size sharing effect and the limitation of electron beam emission performance, this type of device has encountered considerable difficulty in the process of higher frequency bands. To solve these problems, a series of measures have been taken, such as improving high-frequency structure, controlling machining accuracy, preparing materials with better performance and more accurate calculation methods. This paper introduces the solutions and the latest progress of several mainstream miniaturized terahertz devices, and finally summarizes the problems and solutions that may be encountered in the future according to the current development situation.