Coronary microvascular dysfunction (CMD) is a high-risk factor for a variety of cardiovascular events. Due to its complex aetiology and concealability, knowledge of the pathophysiological mechanism of CMD is still limited at present, which greatly restricts its clinical diagnosis and treatment. Studies have shown that CMD is closely related to a variety of cardiovascular diseases, can aggravate the occurrence and development of cardiovascular diseases, and is closely related to a poor prognosis in patients with cardiovascular diseases. Improving coronary microvascular remodelling and increasing myocardial perfusion might be promising strategies for the treatment of cardiovascular diseases. In this paper, the pathogenesis and functional assessment of CMD are reviewed first, along with the relationship of CMD with cardiovascular diseases. Then, the latest strategies for the treatment of CMD and cardiovascular diseases are summarized. Finally, urgent scientific problems in CMD and cardiovascular diseases are highlighted and future research directions are proposed to provide prospective insights for the prevention and treatment of CMD and cardiovascular diseases in the future.