A color filter (CF) substrate, a manufacturing method thereof, a display panel and a display device are disclosed. The CF substrate includes a plurality of sub-pixels, each of the plurality of sub-pixels including a CF layer, the CF layer being configured to allow light passing through the sub-pixel to display one color, and a barrier being disposed between at least two adjacent sub-pixels of different colors, and the barrier continuously extending between the sub-pixels separated by the barrier. The CF substrate can reduce influence on chromaticity of adjacent sub-pixels caused by light leakage.