High aspect ratio hole/slot microstructures are now widely used in the fields of micro-electro-mechanical systems (MEMS) and three-dimensional integrated circuits (3D-IC), and are fundamental process structures for micro and nano devices. With the development need for miniaturization and functionalization of devices, the depth-to-width ratio of hole/slot microstructures is constantly increasing. As an important parameter, depth has a direct impact on the device processing and device performance. The accurate measurement of the depth of micro-hole/slot structure is of great significance, but the measurement method faces great challenges and has become one of the difficult problems in the field of measurement. To address this issue, the measurement methods are divided into two major categories according to the non-optical and optical measurement methods, and the working principles of measurement methods such as scanning electron microscopy, scanning probe technique, white light microscopic interferometry, confocal microscopy and reflection spectroscopy are introduced. The research status of the depth measurements of micro hole/slot is introduced, and the advantages and disadvantages of each measurement method are summarized. Finally, the future development trend and research focus of high aspect ratio microstructure depth measurement are discussed to help the future research of high aspect ratio microstructure depth measurements.