The cross-section of microstructured optical fibers (MOFs) has microstructures distributed according to a certain pattern (usually micrometer sized air holes), while keeping the structure unchanged along the fiber axis. These microstructures constrain light to conduct in the fiber core. MOFs are not only excellent waveguide media, but also the micrometer scale air holes distributed in their cladding and core have become natural channels for material integration. Therefore, MOFs are an ideal carrier for constructing a lab in fiber. This chapter first briefly introduces the classification and transmission mechanism of MOFs and several MOF structures suitable for constructing lab in fiber. Secondly, the end face pretreatment methods, selective filling techniques, and the main methods and technologies for integrating gas, liquid, and solid functional materials into MOFs are introduced. Finally, combined with the research work of the author's research group in recent years, the working principle and device application of lab in fiber technology based on hollow-core MOFs and solid-core MOFs are reviewed, including nonlinear laser sources, optofluidic laser devices, biochemical sensor devices, optically adjustable devices, etc.