This article presents an overview of the recent work related to the fabrication of three-dimensional (3D) micro-structures and photonic devices by means of the two-photon polymerisation (2PP) technology. The principle of the 2PP technique and the method for micro-fabrication are introduced in this article. The solidified size of a micro-structure formed during the photo-polymerisation process can be controlled by adjusting optical fabrication parameters; the minimum size can be as small as 150 nm. The influence of photo-initiators and material properties of a resin are discussed. Recent progress related to the development of initiators and resins for 2PP is briefly introduced. Chemical processes, preparation procedures and post-processing of the common resins (including commercialised and customer-made ones) are summarised in tables. Micro-structures such as photonic crystal woodpile structures fabricated by using various resins are reviewed. The performance indicators of common resins for photonic crystal application are emphasised.