Non-obstructive azoospermia (NOA), the most severe type of male infertility, affects approximately 1% of men worldwide. However, the aetiology of most NOA cases is not definite, that is defined as idiopathic NOA (INOA), posing a clinical conundrum worldwide. Most of these patients must receive donor sperm treatment until the emergence of microdissection testicular sperm extraction (micro-TESE). Although this procedure has recently become a promising treatment for INOA, the low sperm retrieval rate and testicular trauma have prompted us to explore appropriate non-invasive molecular biomarkers to predict the outcomes of sperm recovery preoperatively. Previous studies have identified a spectrum of biomarkers to address this challenging issue at various levels in different tissues, such as DNAs, RNAs, protein and steroid levels in the blood and seminal fluid. To better understand and assess the predictive values of diverse molecular biomarkers from different tissues on the outcome of sperm retrieval by micro-TESE in patients with INOA, we summarised recent findings and discussed the potential applications of these methods. The ultimate goal of this study was to provide references for further studies and clinical management.