Abstract：Very Long Baseline Interferomety (VLBI) is a high-resolution imaging technique in radio astronomy. It has made substantial contribution to our understanding of Active Galactic Nuclei (AGN). The progress in VLBI is reviewed focusing on the development at millimeter wavelengths and its applications to AGN studies. Extending this technique to millimeter wavelengths, so-called mm-VLBI, leads to a unique opportunity to directly probe the central regions of AGN with the highest angular resolution in astronomy. Direct imaging of the jet innermost regions is indispensable for answering a number of unresolved fundamental questions regarding the jet formation, acceleration, and collimation. It is also a key to understand how the gravitational effects and magnetic fields (through full polarimetric VLBI observations) play the role in the vicinity of Super Massive Black Holes (SMBH). Such kind of studies are not possible at centimeter wavelengths due to the self-absorption, opacity, Faraday depolarization and scattering (in the case of Sgr A*) effects. In addition, millimeter-VLBI observations also open windows to study new species of spectral lines with unprecedented angular resolutions. The present challenges of millimeter VLBI are explained and a brief developing history is then described. Recent technical development allows imaging of hundreds of sources at 86GHz with high dynamic range. At even higher frequencies, studies are at present limited to pilot experiments, but have shown the detectability of brightest AGN and the existence of event-horizon-scale structures. These studies provide us with direct insights into black hole and relativistic jet physics. The future potential for improvement in mm-VLBI detection sensitivity is summarized. The characteristics for those radio telescopes and interferometer arrays, which are likely available in the next few years for global VLBI at short millimeter wavelengths (≤1.3mm) are presented. With the addition of these new instruments, a detailed imaging of nearby SMBHs (e.g. Sgr A*, M87) and answer to the open question of jet formation can be prospected.