Photons at microwave and optical frequencies are principal carriers for quantum information. While microwave photons can be effectively controlled at the local circuit level, optical photons can propagate over long distances. High-fidelity conversion between microwave and optical photons will allow the distribution of quantum states across different quantum technology nodes and enhance the scalability of hybrid quantum systems toward a future “Quantum Internet.” Despite a frequency difference of five orders of magnitude, there has been significant progress recently toward the transfer between microwave and optical photons with steadily improved efficiency in a coherent and bidirectional manner. In this review, we summarize this progress, emphasizing integrated device approaches, and provide a perspective for device implementation that enables quantum state transfer and entanglement distribution across microwave and optical domains.