Experiments are conducted to systematically study the single ionization and non-sequential double ionization (NSDI) of rare gas atoms (Xe and Ar) and diatomic molecules (O₂ and N₂ with different symmetry of molecular structure) in near-infrared intense femtosecond fields with various wavelengths of 800 nm, 1250 nm, and 1500 nm. It is found that,compared with Xe, Ar, and N₂, O₂ has a higher yield of NSDI as the slope of the flat region in the changing curve of light intensity increases. The wavelength scaling of the yield of NSDI in the flat region for all gases deviates from the prediction of the semiclassical "three-step" model of ionization. Furthermore, we find that the yield of NSDI of O₂ is significantly suppressed compared with that of its companion atom Xe in all wavelengths, and the suppression becomes more pronounced as the wavelength increases. For the yield of NSDI of N₂, however, it is almost the same as that of its companion atom Ar at a short wavelength of 800 nm, but it is also suppressed at long wavelengths. These experimental findings can be used to improve the wavelength scaling of molecular NSDI and identify the influence of molecular structure on NSDI of molecules, which indicates that the ultrafast control of molecular NSDI involving multi-electron correlation effects can be achieved by macroscopically tuning the wavelength.