The escalating demand for micro/nano-sized devices, such as micro/nano-robots, intelligent portable/wearable microsystems, and implantable medical microdevices, necessitates the expeditious development of integrated microsystems incorporating energy conversion, storage, and consumption. Critical bottlenecks in microscale energy storage/sensors and their integrated systems are being addressed by exploring new technologies and new materials, e.g., MXene, holding great potential for developing lightweight and deformable integrated microdevices. This review summarizes the latest progress and milestones in the realization of MXene-based micro-supercapacitors (MSCs) and sensor arrays, and thus discusses the design fundamentals and key advancements of MXene-based energy conversion-storage-consumption integrated microsystems. Finally, we outline the key challenges in fabricating MXene-based MSCs/sensors and their self-powered integrated microsystems, which is crucial for their practical applications. Particularly, we illuminate viable solutions to such unsolved issues and highlight the exciting opportunities.