This is an overview paper reporting our most recent work on processing and microstructure of nano-structured oxides and their photoluminescence and photo-catalysis properties. Zinc oxide and related transition metal oxides such as vanadium pentoxide and titanium dioxide were produced by a combination of magnetron sputtering, hydrothermal growth and atmosphere controlled heat treatment. Special morphology and microstructure were created including nanorods arrays, core-brushes, nano-lollipops and multilayers with very large surface area. These structures showed special properties such as much enhanced photoluminescence and chemical reactivity. The photo-catalytic properties have also been promoted significantly. It is believed that two factors contributed to the high reactivity: the large surface area and the interaction between different oxides. The transition metal oxides with different band gaps have much enhanced photoluminescence under laser stimulation. Use of these complex oxide structures as electrodes can also improve the energy conversion efficiency of solar cells. The mixed oxide complex may provide a promising way to high-efficiency photo emitting materials and photo-catalysts.