Solid-phase microextraction (SPME) has been popular as an environmentally friendly sample pretreatment technique to extract a very wide range of analytes. This is partly owing to the development of SPME coatings. One of the key factors affecting the extraction performances, such as the sensitivity, selectivity, and reproducibility, is the properties of the coatings on SPME fibers. This paper classifies the materials used as SPME coatings and introduces some common preparation techniques of SPME coating in detail, such as sol-gel technique, electrochemical polymerization technique, particle direct pasting technique, restricted access matrix SPME technique, and molecularly imprinted SPME technique.