The dust extinction curves toward individual sight lines in M33 are derived for the first time with a sample of reddened O-type and B-type supergiants obtained from the Local Group Galaxies Survey (LGGS). The observed photometric data are obtained from the LGGS, PS1 Survey, UKIRT, PHATTER Survey, Galaxy Evolution Explorer, Swift/UVOT, and XMM-SUSS. We combine the intrinsic spectral energy distributions (SEDs) obtained from the ATLAS9 and Tlusty stellar model atmosphere extinguished by the model extinction curves from the silicate-graphite dust model to construct model SEDs. The extinction traces are distributed along the arms in M33, and the derived extinction curves cover a wide range of shapes (R_V_~2-6), indicating the complexity of the interstellar environment and the inhomogeneous distribution of interstellar dust in M33. The average extinction curve with R_V_~3.39 and dust size distribution dn/da~a^-3.45^exp(-a/0.25) is similar to that of the Milky Way but with a weaker 2175{AA} bump and a slightly steeper rise in the far-UV band. The extinction in the V band of M33 is up to 2mag, with a median value of A_V_~0.43mag. The multiband extinction values from the UV to IR bands are also predicted for M33, which will provide extinction corrections for future works. The method adopted in this work is also applied to other star-resolved galaxies (NGC 6822 and WLM), but only a few extinction curves can be derived because of the limited observations.