A Micro LED display substrate, a method for manufacturing the Micro LED display substrate, and a Micro LED display device are provided. In the method, the Micro LED is transferred onto the organic layer of the array substrate, one etching is performed to form through hole on both the protective layer and the array substrate, and then one metal deposition is performed to simultaneously form an electrode of the Micro LED and a structure electrically connecting the graphene layer with the source or drain electrode of the thin film transistor. Compared with the related art in which the electrode of the Micro LED and the structure electrically connecting the graphene layer with the source or drain electrode of the thin film transistor are formed through two etchings and two metal depositions, the method provided by the present disclosure saves the process steps, simplifies the process and reduces the costs.