Micro-nano photonic structures are developing vigorously based on the progress of photonics, semiconductor physics and microfabrication technology. A series of results are achieved in structure characterization, theory, and fabrication of them. Most high quality photonic structures are man-made ones; however, there are still some challenges in fabricating artificial large-area and high-quality photon materials. With the advantages of photonic structure processing technology, holographic lithography, a low-cost, time-saving and high-efficiency microfabrication method, performs superior application potentials in making metamaterials as well as photonic crystal templates. In this article, we introduced the principles of holographic lithography and described the applications in fabricating various micro-nano photonic structures, such as three dimensional face-center-cubic, wood-pile, diamond-like photonic crystals, as well as quasi-crystalline structure, chiral metamaterials and periodic defect-mode structures. Moreover, the applications of some structures in solar cell and optical fiber sensing are discussed. The success of fabricating micro-nano photonic structures by holographic lithography would pave the way for more applications of these structures in wide fields.