Three-dimensional (3D) inorganic micro and nanostructures play an important role in photonics, quantum information, aerospace, energy, and other fields. Inorganic microstructures prepared using traditional methods usually exhibit low resolution and uncontrollable morphology. The precise and controllable fabrication of 3D inorganic micro and nanostructures is a critical problem. Because of advantages such as 3D fabrication capability, high precision, and controllable morphology, laser fabrication can realize the preparation of 3D, high-resolution, and multiscale micro and nanostructures; furthermore, it can address the problem of accurate and controllable preparation of these 3D structures. In this study, the research progress of laser fabrication of inorganic micro and nanostructures was reviewed. First, continuous wave and ultrafast pulse laser fabrication methods were discussed, and especially, the femtosecond laser fabrication of 3D inorganic microstructures and nanostructures, including pure inorganic material systems, organic-inorganic hybrid systems, and polymer templates, were summarized. Further, the applications of 3D micro and nanostructures in optical devices, quantum chips, information storage, aerospace, and bionic structures in recent years were summarized. Finally, we highlighted the potential future development of the laser fabrication of 3D inorganic micro and nanostructures.