The self-assembly template method is a low-cost method suitable for making large-area nanostructures. Compared with the polystyrene microsphere template, the through-hole anodized aluminum oxide (AAO) template has the advantages of adjustable parameters, good insulation and stability, and is widely used in the preparation of many large-area patterned nanostructures which can be used to improve the performances of optoelectronic devices. In this paper, the preparation methods of AAO template are introduced firstly. Then the methods of preparing patterned nanostructures such as nanoparticles, nanowires/rods, nanotubes by AAO template are summarized. Next, the applications of the patterned nanostructures in optoelectronic devices such as solar cells, photodetectors and light-emitting diodes are introduced. Finally, the full text is summarized and the development of through-hole AAO template assisted patterning nanostructures are prospected.