The precise wiring of the nervous system relies on processes by which axons navigate in a complex environment and are guided by a concerted action of attractive and repulsive factors to reach their target. Investigating these guidance processes depends critically on our ability to control in space and time the microenvironment of neurons. The implementation of microfabrication techniques in cell biology now enables a precise control of the extracellular physical and chemical environment of cultured cells. However, microtechnology is only beginning to be applied in the field of axon guidance due to specific requirements of neuronal cultures. Here we review microdevices specifically designed to study axonal guidance and compare them with the conventional assays used to probe gradient sensing in cell biology. We also discuss how innovative microdevice-based approaches will enable the investigation of important systems-level questions on the gradient sensing properties of nerve cells, such as the sensitivity and robustness in the detection of directional signals or the combinatorial response to multiple cues.