In this Letter, we present a spatially resolved pump-probe microscope based on a digital micromirror device (DMD). The microscope system enables the measurements of ultrafast transient processes at arbitrarily selected regions in a 3-D specimen. To achieve random-access scanning, the wavefront of the probe beam is modulated by the DMD via binary holography. By switching the holograms stored in the DMD memory, the laser focus can be rapidly moved in space in a discrete fashion. The microscope system has a field of view of 65×130×155  μm in the x, y, and z axes, respectively; and a scanning speed of 8 kHz which is limited by the response time of the lock-in amplifier. To demonstrate the pump-probe system, we measured the ultrafast transient reflectivity of 2-D gold patterns on a silicon substrate and on silicon nitride cantilever beams. The results show an excellent signal-to-noise ratio and spatial-temporal resolution, as well as the 3-D random scanning capability. The new pump-probe microscope is a versatile instrument to characterize ultrafast 3-D phenomena with high spatial and temporal resolution, e.g., the propagation of localized surface plasmon resonance on curved surfaces.