In order to obtain micro-structured surfaces with nano-surface finish, a three-dimensional diamond fly-cutting system was established based on a ‘Nanosys-300’ ultra-precision machining system. The effects of the spindle speed, feed rate, as well as the cut depth on the roughness were investigated, respectively. The analytical result of Theoretic Surface Roughness (TSR) shows that the TSR is a constant along the normal direction, while TSR is a periodic variety along the feed direction. The TSR is reduced with the decreases of feed rate and nose angle of a tool or the increase of cutting radius. The experimental results reveal that roughness Ra is reduced with the decreases of feed rate and cut depth on Polycarbonate(PC), while it is increased with the decrease cut depth or the increase of feed rate on aluminium(LY12). However,the spindle speed have not a significant impact on Ra for both materials. The roughness of 38 nm on LY12 and 43 nm on PC are achieved.Finally,a micro pyramid array and a V-groove array are processed with the pointed V-shaped single crystal diamond tool on aluminum alloy LY12 successfully.