Three-dimensional (3D) micro/nano structures are significant in many applications because of their novel multi-functions and potential in high integration. As is known, the traditional methods for the processing of 3D micro/nano structures exhibit disadvantages in mass production and machining precision. Alternatively, ultrafast laser machining, as a rapid and high-power-density processing method, exhibits advantages in 3D micro/nano structuring due to its characteristics of extremely high peak power and ultra-short pulse. With the development of ultrafast laser processing for fine and complex structures, it is attracting significant interest and showing great potential in the manufacture of 3D micro/nano structures. In this review, we introduce the optimization mechanism of ultrafast laser machining in detail, such as the optimization of the repetition rate and pulse energy of the laser. Furthermore, the specific applications of 3D micro/nano structures by laser processing in the optical, electrochemical and biomedical fields are elaborated, and a valuable summary and perspective of 3D micro/nano manufacturing in these fields are provided.