The increasing demands of portable, flexible, and wearable electronics have greatly stimulated the development of miniaturized supercapacitors (MSCs) with features of high flexibility, low weight, long lifespan, and safety. The techniques which can effectively incorporate functional nanomaterials into flexible electrodes are extremely important for future wide-spread applications of MSCs, and thus are identified as the research focus in the field. Herein, this review focuses on recent advances in the fabrication of flexible electrodes and their applications in MSCs. In particular, the principles of the newly developed fiber spinning techniques and their utilization in designing microstructures and resulting electrochemical properties of fibrous electrodes are first described. Second, a few novel approaches to prepare planar MSCs and their special advantages are introduced, and third, the state-of-the-art research in 3D stereo MSCs based on 3D printing and morphing technologies are discussed. In the end, the prospects and key challenges based on the considerations of performance improvement, device design, and system integration are outlined.