An OLED display device and fabrication method thereof, a display panel and a display device are provided, and the method includes: providing a substrate having an anode layer and a hole injection layer; providing a first molding substrate and a second molding substrate, with a first cavity block being formed on the first molding substrate and a second cavity block being formed on the second molding substrate by a micro mechanical electro system technology, wherein the first cavity block is configured for preparing a hole transport layer corresponding to a sub-pixel of the pixel unit, and the second cavity block is configured for preparing an organic light emitting layer corresponding to a sub-pixel of the pixel unit; filling the first cavity block with a solution of a hole transport material by soaking technology, solidifying to obtain a hole transport layer, and filling the second cavity block with a solution of an organic light emitting material by soaking technology, solidifying to obtain an organic light emitting layer; transferring the hole transport layer in the first cavity block and the organic light emitting layer in the second cavity block to the substrate sequentially through a transfer carrier; after the above operations, forming an electron transport layer, an electron injection layer and a cathode layer on the substrate.