The main goal of strongly coupled cavity quantum electrodynamics (C-QED) is to study physical phenomena occurring during the interaction between light field and matter confined in a finite space. The C-QED system provides an effective tool for the deep understanding of the dynamic behaviors of atoms interacting with photons. As the core of the C-QED system, the high-finesse Fabry-Perot (F-P) optical cavity plays the basic roles in the realization of strong coupling between light and matter, in the exploring of the interaction between light and matter under the extreme conditions, in the precision control of atoms, and in the sensitive detection of the related processes. We briefly introduce the high-finesse F-P cavity and its applications in strongly coupled C-QED system, including its research background, status and development trend. In addition, the future development and potential applications are prospected.