Direct laser writing three-dimensional nano-lithography is an established technique for manufacturing functional 3D micro- and nano-objects via non-linear absorption induced polymerization process. In this Chapter an underlying physical mechanisms taking place during nano-confined polymerization reaction, induced by tightly focused ultra-short laser pulses, are reviewed and discussed. The special attention is paid on the effects that directly impact structuring resolution and minimum achievable feature size. Analysis of possible photo-initiation mechanisms as contributing multi-photon absorption and avalanche ionization in pre-polymers under diverse exposure conditions (wavelength, pulse duration) is presented. Feasible structuring of pure (non-photosensitized) and functional nanoparticles doped polymer precursors is justified and benefits of such materials/structures for microoptics, photonics and cell scaffolds are highlighted. The influence of temperature effects (induced by writing process itself or determined by ambient conditions) on polymerization process, observed in different pre-polymers under diverse exposure regimes is outlined. The further adjustment of the structuring resolution is possible via precise control of light polarization and diffusion assisted radical quenching. The work is concluded with a brief outlook on future challenges and perspectives related to refinement of 3D ultra-fast laser lithography fabrication process in the means of application of diverse post-processing methods and research into novel photo-curable materials including inorganic ones.