With continuous development in the field of sample preparation technology, solid phase micro-extraction (SPME) has been widely used in analytical chemistry for high extraction efficiency and convenient operation. Different materials lead to different extraction results. Among existing materials, carbon-based materials are still attracting attention from scientists due to their excellent physical and chemical properties as well as their modifiable surfaces, which could enhance the adsorption effects of SPME fiber. This review introduces the preparation methods and applications of different kinds of carbon-based material coatings on fibers. In addition, directions for future research on carbon material composites are discussed.