Direct laser lithography (DLL) is a key enabling technology for 3D constructs at the microscale and its potential is rapidly growing toward the development of active microstructures. The rationale of this work is based on the different involved methodology, which is referred as indirect, when passive microstructures become active through postprocessing steps, and direct, when active structures are directly obtained by fabricating microstructures with active materials or by introducing heterogeneous mechanical properties and specific design. An in‐depth analysis of both indirect and direct methods is provided. In particular, the wide range of materials and strategies involved in each method is reported, including advantages and disadvantages, as well as examples of fabricated structures and their applications. Finally, the different techniques are briefly summarized, and critically discussed by highlighting how the new synergies between DLL and active materials are opening completely new scenarios, in particular for sensing (e.g., mechanical) and actuation at the microscale.