Solid-phase microextraction, a frequently used sample preparation technique, is the miniaturization of the traditional extraction models, which gains copious attention due to its merits, especially, the ability to couple with the chromatography instruments. Currently, the improvement in the applications of solid-phase microextraction is focused on the development of novel coatings to enhance the extraction efficiency. The recent relevant examples of solid-phase microextraction fiber with the newly developed coatings are the highlights. In view of the material species, we classified the coatings in three categories including inorganic coatings (metal-organic frameworks, carbon nanotubes, graphene, metal and metal oxides), organic polymer coatings (polymeric ionic liquids, molecularly imprinted polymers), and other coatings (aptamer-functionalized materials, nanofibers). The applications of solid-phase microextraction fiber in the extraction of various analytes (environmental residues and biological analytes) in different real complex samples are briefly described.