Micro milling cutters or micro mills are unique and important micro tools for fabricating miniaturised devices with sufficient geometrical and dimensional accuracy and machined surface integrity. Micro milling cutters, compared to conventional macro tools, have significantly different material removal mechanisms. They are also made of different raw materials and structures and exhibit distinctive machining characteristics and performances. Herein, we present the first comprehensive and up-to-date review of micro milling cutters in terms of their uniqueness, material removal mechanisms, materials and compositions, structures and design, fabrication techniques and machining performances, to provide adequate guidance for interested involvers. We also outline and discuss several possible future research directions to offer potential insights for the micro milling community and future researchers.