Stimulated emission depletion (STED) microscopy is a useful tool in investigation for super-resolution realm. By silencing the peripheral fluorophores of the excited spot, leaving only the very centre zone vigorous for fluorescence, the effective point spread function (PSF) could be immensely squeezed and subcellular structures, such as organelles, become discernable. Nevertheless, because of the low cross-section of stimulated emission and the short fluorescence lifetime, the depletion power density has to be extremely higher than the excitation power density and molecules are exposed in high risk of photobleaching. The existence of photobleaching greatly limits the research of STED in achieving higher resolution and more delicate imaging quality, as well as long-term and dynamic observation. Since the first experimental implementation of STED microscopy, researchers have lift out variety of methods and techniques to alleviate the problem. This paper would present some researches via conventional methods which have been explored and utilised relatively thoroughly, such as fast scanning, time-gating, two-photon excitation (TPE), triplet relaxation (T-Rex) and background suppression. Alternatively, several up-to-date techniques, especially adaptive illumination, would also be unveiled for discussion in this paper. The contrast and discussion of these modalities would play an important role in ameliorating the research of STED microscopy.