Thick SU8 microstructures with high aspect ratio and good side wall quality were fabricated by ultraviolet (UV) lithography, and the processing parameters were comprehensively studied. It proves that the adhesion of SU8 on silicon (Si) substrates is influenced by Si-OH on the surface, and can be improved by the HF treatment. Cracks and delamination are caused by large internal stress during fabrication process, and are significantly influenced by soft bake and post-exposure bake processes. The internal stress is reduced by a low post-exposure bake exposure temperature of 85 °C for 40 min. A three-step soft bake enhances the reflowing of SU8 photoresist, and results in uniform surface and less air bubbles. The vertical side wall is obtained with the optimized exposure dose of 800 mJ/cm2 for the thickness of 160 μm. Using the optimized fabrication process combined with a proper structure design, dense SU8 micro pillars are achieved with the aspect ratio of 10 and the taper angle of 89.86°. Finally, some possible applications of SU8 in micro-electromechanical system (MEMS) device are developed and demonstrated.