A support pin supporting at least one optical component in an optical cavity includes a supporting base and a supporting section connecting the supporting base. The supporting section is made of a light-transmitting material. A plurality of grooves are integrally formed on the supporting section. The grooves reflect or refract part of incident light transmitted inside the supporting section diffusely and do not penetrate the supporting section. In addition, a backlight module and a display device with the support pins are also disclosed herein.