In order to improve the performance of optical and optoelectronic devices, reduced light reflection at wide incidence angles, broadband wavelength, and polarization-insensitivity are crucial. Inspired by nature, surfaces of sub-wavelength structures have been developed as effective anti-reflective (AR) surfaces, which present promising broadband and quasi-omnidirectional AR properties. This review summarizes fabrication methods and applications of sub-wavelength anti-reflective surfaces, including various conventional techniques. The applications of sub-wavelength structure-based AR surfaces in solar cells, light emitting diodes (LEDs), and other applications are highlighted.