An ultrashort laser pulse will own different characteristic time distribution when its phase, amplitude or polarization is modulated in the frequency domain. These characterized ultrashort laser pulses are applied in the research of basic physical processes and optical devices. Benefiting from the development of photoemission microscopy, ultrasensitive spectroscopy and scanning near-field optical microscopy, the ultrashort laser pulse shaping technique has been more and more applied in micro- and nano-optics. This review summarizes the development of ultrashort laser pulse shaping and characterizing techniques and the usage of the ultrashort laser pulse shaping technique in scanning near-field optical microscopy, photoemission electron microscope and single molecule spectroscopy.