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Photonic crystal fibers (PCFs) have brought tremendous advancements due to their predominant feature of a peculiar air-hole arrangement in the 2D direction. Functional materials like metals, magnetic fluids, nematic liquid crystals, graphene and so on, are being extensively adopted for integration with PCFs to obtain extraordinary transmission properties. This review takes the development stages of photonic devices based on functional material-infiltrated PCFs into consideration, covering the overview of common materials and their photoelectric characteristics, state-of-art infiltrating/coating techniques, and the corresponding applications involving polarization filtering and splitting devices in optical communication and sensing elements related to multiple-parameter measurement. The cladding airhole of PCFs provides a natural optofluidic channel for materials to be introduced, lightâ€"matter interaction to beenhanced, and transmission properties to be extended, in this case, a lab on a fiber are able to be implemented. This paves the way for the development of photonic devices in the aspects of compact, multi-functional integration as well as electromagnetic resistance. When the PCFs are integrated with the phemomenon of surface plasmon resonance, the property of tunable refractive indices, and the flexible geometry structures, it comes up to some representative researches on polarization filters, multiplexer-demultiplexers, splitters, couplers and sensors. It makes a candidate for widespread fields of telecommunication, signal-capacity, and high-performance sensing. [ABSTRACT FROM AUTHOR]