Progress in developing fluorescent probes, such as fluorescent proteins, organic dyes, and fluorescent nanoparticles, is inseparable from the advancement in optical fluorescence microscopy. Super-resolution microscopy, or optical nanoscopy, overcame the far-field optical resolution limit, known as Abbe's diffraction limit, by taking advantage of the photophysical properties of fluorescent probes. Therefore, fluorescent probes for super-resolution microscopy should meet the new requirements in the probes' photophysical and photochemical properties. STED optical nanoscopy achieves super-resolution by depleting excited fluorophores at the periphery of an excitation laser beam using a depletion beam with a hollow core. An ideal fluorescent probe for STED nanoscopy must meet specific photophysical and photochemical properties, including high photostability, depletability at the depletion wavelength, low adverse excitability, and biocompatibility. This review introduces the requirements of fluorescent probes for STED nanoscopy and discusses the recent progress in the development of fluorescent probes, such as fluorescent proteins, organic dyes, and fluorescent nanoparticles, for the STED nanoscopy. The strengths and the limitations of the fluorescent probes are analyzed in detail.