Biomedical optical imaging has found numerous clinical and research applications. For achieving 3D imaging, depth scanning presents the most significant challenge, particularly in miniature imaging devices. This paper reviews the state-of-art technologies for depth scanning in miniature optical imaging systems, which include two general approaches: 1) physically shifting part of or the entire imaging device to allow imaging at different depths and 2) optically changing the focus of the imaging optics. We mainly focus on the second group of methods, introducing a wide variety of tunable microlenses, covering the underlying physics, actuation mechanisms, and imaging performance. Representative applications in clinical and neuroscience research are briefly presented. Major challenges and future perspectives of depth/focus scanning technologies for biomedical optical imaging are also discussed.