Optical microscopy is a powerful tool for understanding the fundamentals of the microscopic world. However, for centuries its resolving ability remained limited by the optical diffraction limit. Super‐resolution fluorescence microscopy (SRFM) has been introduced to break the diffraction limit and significantly expand the fields in which optical microscopy can be applied. Unfortunately, SRFM contributes little towards axial resolution enhancement, rendering observation of the axial and three‐dimensional structures of biological tissues difficult; this may yield a misunderstanding of intracellular interactions. Based on the existing literature, the development of axial SRFM is still behind that of lateral SRFM. In light of this, this Review presents a comprehensive summary of the principles, development, characteristics, and applications of existing techniques for improving the axial resolution. This Review will provide a guide to researchers and promote further development of related technology.